+49.2%
DUK vs NVD
-99.1%
+148.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -0.7% | +10.8% | -11.5% | -1.2% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | -3.0% | -20.8% | +17.8% | -2.2% |
| 6M | -6.6% | -41.2% | +34.6% | -4.8% |
| YTD | +4.6% | -44.2% | +48.7% | +6.6% |
| 1Y | +1.2% | -54.2% | +55.4% | +3.8% |
| 3Y | +45.7% | -99.1% | +144.8% | +66.0% |
| All | +49.2% | -99.1% | +148.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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