+104.2%
DUK vs NTR
+97.9%
+6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -2.4% | +16.8% | -19.2% | -4.7% |
| 3M | -3.0% | +20.7% | -23.7% | -5.8% |
| 6M | -6.6% | +0.5% | -7.1% | -7.0% |
| YTD | +4.6% | +29.2% | -24.6% | 0.0% |
| 1Y | +1.2% | +39.6% | -38.4% | -4.6% |
| 3Y | +45.7% | +37.9% | +7.8% | +36.2% |
| 5Y | +40.3% | +47.1% | -6.8% | +23.0% |
| All | +104.2% | +97.9% | +6.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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