+126.0%
DUK vs NSC
+332.1%
-206.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | -2.4% | -4.5% | +2.1% | -1.3% |
| 3M | -3.0% | +3.5% | -6.5% | -4.1% |
| 6M | -6.6% | +8.5% | -15.1% | -8.9% |
| YTD | +4.6% | +12.3% | -7.8% | +0.8% |
| 1Y | +1.2% | +18.9% | -17.7% | -4.1% |
| 3Y | +45.7% | +74.1% | -28.5% | +20.3% |
| 5Y | +40.3% | +43.9% | -3.6% | +21.0% |
| All | +126.0% | +332.1% | -206.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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