+41.5%
DUK vs NXT
+173.5%
-132.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.7% |
| 30D | -2.4% | -20.0% | +17.6% | -2.7% |
| 3M | -3.0% | -30.7% | +27.7% | -3.3% |
| 6M | -6.6% | -29.0% | +22.4% | -6.9% |
| YTD | +4.6% | -4.8% | +9.4% | +4.3% |
| 1Y | +1.2% | +22.8% | -21.6% | +0.9% |
| 3Y | +45.7% | +93.9% | -48.3% | +41.9% |
| All | +41.5% | +173.5% | -132.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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