+607.6%
DUK vs NDAQ
+2,281.8%
-1,674.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | +0.2% | +9.9% | -9.7% | -1.4% |
| 6M | -6.9% | +8.2% | -15.1% | -8.4% |
| YTD | +6.1% | -1.5% | +7.6% | +5.8% |
| 1Y | +4.4% | +1.3% | +3.1% | +3.5% |
| 3Y | +49.1% | +92.6% | -43.5% | +32.4% |
| 5Y | +39.6% | +53.8% | -14.3% | +27.5% |
| 10Y | +125.1% | +376.0% | -250.8% | +74.6% |
| All | +607.6% | +2,281.8% | -1,674.1% | +421.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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