+987.2%
DUK vs NRG
+1,510.3%
-523.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -0.7% | -4.7% | +4.0% | +0.1% |
| 30D | -2.4% | -6.0% | +3.5% | -1.6% |
| 3M | -3.0% | -8.0% | +5.0% | -2.4% |
| 6M | -6.6% | -23.2% | +16.6% | -3.6% |
| YTD | +4.6% | -28.1% | +32.6% | +8.7% |
| 1Y | +1.2% | -27.3% | +28.5% | +4.5% |
| 3Y | +45.7% | +208.7% | -163.0% | +6.7% |
| 5Y | +40.3% | +197.7% | -157.4% | +1.7% |
| 10Y | +129.9% | +1,103.3% | -973.4% | +20.9% |
| All | +987.2% | +1,510.3% | -523.0% | +389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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