+64.4%
VZ vs DUK
+125.8%
-61.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.0% |
| 7D | -1.0% | -0.1% | -0.8% | -0.9% |
| 30D | +5.8% | +0.2% | +5.5% | +5.6% |
| 3M | +10.5% | -1.9% | +12.4% | +11.4% |
| 6M | +1.8% | -6.5% | +8.3% | +4.8% |
| YTD | +28.3% | +5.4% | +22.8% | +25.1% |
| 1Y | +22.0% | +3.6% | +18.4% | +19.8% |
| 3Y | +81.8% | +48.1% | +33.7% | +52.4% |
| 5Y | +25.3% | +39.6% | -14.2% | +7.0% |
| 10Y | +64.4% | +131.8% | -67.4% | +11.8% |
| All | +64.4% | +125.8% | -61.4% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling