+37,066.7%
VLO vs DUK
+2,575.5%
+34,491.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +2.9% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | +28.3% | -2.0% | +30.4% | +29.2% |
| 3M | +48.7% | +0.2% | +48.5% | +48.2% |
| 6M | +71.9% | -6.9% | +78.8% | +75.9% |
| YTD | +138.7% | +6.1% | +132.5% | +132.0% |
| 1Y | +148.5% | +4.4% | +144.0% | +142.4% |
| 3Y | +192.7% | +49.1% | +143.5% | +143.7% |
| 5Y | +601.6% | +39.6% | +562.1% | +492.1% |
| 10Y | +900.2% | +125.1% | +775.0% | +595.1% |
| All | +37,066.7% | +2,575.5% | +34,491.2% | +12,119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling