+40.9%
DUK vs NTAP
+140.4%
-99.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | +0.2% |
| 7D | -0.7% | +7.4% | -8.0% | -0.6% |
| 30D | -2.4% | -1.4% | -1.1% | -2.5% |
| 3M | -3.0% | +24.6% | -27.6% | -2.6% |
| 6M | -6.6% | +105.9% | -112.4% | -6.1% |
| YTD | +4.6% | +88.5% | -84.0% | +5.1% |
| 1Y | +1.2% | +62.1% | -60.9% | +1.7% |
| 3Y | +45.7% | +169.1% | -123.4% | +41.4% |
| All | +40.9% | +140.4% | -99.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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