-6.3%
DUK vs NVDL
+26.0%
-32.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -1.1% |
| 7D | -1.7% | -8.7% | +7.0% | -2.2% |
| 30D | -2.2% | -1.3% | -0.9% | -2.1% |
| 3M | -3.7% | +11.4% | -15.1% | -2.1% |
| 6M | -6.3% | +22.9% | -29.2% | -4.1% |
| All | -6.3% | +26.0% | -32.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 6mo: compounded portfolio wealth divided by compounded NVDL 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…
6mo analysis · Full analysis span regression · 6 months rolling