+126.0%
DUK vs NOC
+192.5%
-66.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +0.8% | -1.4% | -0.9% |
| 30D | -2.4% | -9.7% | +7.3% | +0.4% |
| 3M | -3.0% | -5.6% | +2.6% | -1.6% |
| 6M | -6.6% | -28.6% | +22.0% | +2.4% |
| YTD | +4.6% | -7.9% | +12.4% | +5.9% |
| 1Y | +1.2% | -9.5% | +10.8% | +3.0% |
| 3Y | +45.7% | +28.4% | +17.3% | +30.6% |
| 5Y | +40.3% | +59.0% | -18.6% | +14.1% |
| All | +126.0% | +192.5% | -66.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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