+2,522.5%
DUK vs NI
+5,096.4%
-2,574.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -2.2% | -1.4% | -0.8% | -1.5% |
| 3M | -3.7% | -10.6% | +6.9% | +2.3% |
| 6M | -6.3% | -9.9% | +3.6% | -0.9% |
| YTD | +4.5% | +1.2% | +3.3% | +3.6% |
| 1Y | +1.8% | +4.4% | -2.6% | -0.9% |
| 3Y | +46.8% | +68.6% | -21.8% | +8.6% |
| 5Y | +40.2% | +98.0% | -57.8% | -5.0% |
| 10Y | +129.8% | +143.6% | -13.8% | +37.7% |
| All | +2,522.5% | +5,096.4% | -2,574.0% | +311.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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