+40.9%
DUK vs NSC
+42.7%
-1.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | -2.4% | -4.5% | +2.1% | -1.6% |
| 3M | -3.0% | +3.5% | -6.5% | -3.8% |
| 6M | -6.6% | +8.5% | -15.1% | -8.3% |
| YTD | +4.6% | +12.3% | -7.8% | +1.8% |
| 1Y | +1.2% | +18.9% | -17.7% | -2.7% |
| 3Y | +45.7% | +74.1% | -28.5% | +24.6% |
| All | +40.9% | +42.7% | -1.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling