+2,523.6%
DUK vs NYT
+758.3%
+1,765.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -2.4% | +4.6% | -7.0% | -2.9% |
| 3M | -3.0% | -9.6% | +6.6% | -2.1% |
| 6M | -6.6% | -14.0% | +7.5% | -5.3% |
| YTD | +4.6% | -2.8% | +7.4% | +4.4% |
| 1Y | +1.2% | +15.6% | -14.4% | -0.9% |
| 3Y | +45.7% | +56.3% | -10.6% | +36.8% |
| 5Y | +40.3% | +39.5% | +0.8% | +31.8% |
| 10Y | +129.9% | +488.0% | -358.1% | +80.3% |
| All | +2,523.6% | +758.3% | +1,765.2% | +1,697.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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