+42.6%
DUK vs NXT
+171.8%
-129.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +0.2% | -20.0% | +20.2% | 0.0% |
| 3M | -1.9% | -30.9% | +29.1% | -2.2% |
| 6M | -6.5% | -23.8% | +17.3% | -6.8% |
| YTD | +5.4% | -5.4% | +10.9% | +5.1% |
| 1Y | +3.6% | +28.0% | -24.5% | +3.2% |
| 3Y | +48.1% | +93.3% | -45.2% | +44.3% |
| All | +42.6% | +171.8% | -129.1% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling