+49.2%
DUK vs NVD
-99.1%
+148.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.3% | -1.1% |
| 7D | -1.7% | +9.0% | -10.7% | -2.1% |
| 30D | -2.2% | -5.5% | +3.2% | -2.1% |
| 3M | -3.7% | -24.6% | +20.9% | -2.7% |
| 6M | -6.3% | -42.1% | +35.7% | -4.5% |
| YTD | +4.5% | -44.3% | +48.8% | +6.5% |
| 1Y | +1.8% | -54.2% | +56.0% | +4.4% |
| 3Y | +46.8% | -99.1% | +145.9% | +67.2% |
| All | +49.2% | -99.1% | +148.3% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling