+126.0%
DUK vs NTRS
+259.9%
-133.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -0.7% | +1.4% | -2.0% | -0.9% |
| 30D | -2.4% | -0.7% | -1.8% | -2.3% |
| 3M | -3.0% | +11.3% | -14.3% | -5.2% |
| 6M | -6.6% | +35.5% | -42.1% | -12.4% |
| YTD | +4.6% | +40.6% | -36.0% | -3.0% |
| 1Y | +1.2% | +49.2% | -48.0% | -7.5% |
| 3Y | +45.7% | +167.2% | -121.6% | +14.5% |
| 5Y | +40.3% | +94.9% | -54.6% | +16.2% |
| All | +126.0% | +259.9% | -133.9% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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