+719.2%
DUK vs NVMI
+1,933.5%
-1,214.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -1.7% | +3.8% | -5.5% | -1.7% |
| 30D | -2.2% | -7.6% | +5.3% | -2.2% |
| 3M | -3.7% | -28.0% | +24.3% | -3.4% |
| 6M | -6.3% | -15.3% | +9.0% | -6.3% |
| YTD | +4.5% | +11.5% | -7.0% | +4.1% |
| 1Y | +1.8% | +31.6% | -29.8% | +1.1% |
| 3Y | +46.8% | +207.0% | -160.1% | +42.7% |
| 5Y | +40.2% | +262.8% | -222.6% | +35.3% |
| 10Y | +129.8% | +3,074.6% | -2,944.8% | +112.8% |
| All | +719.2% | +1,933.5% | -1,214.3% | +596.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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