+72.7%
NEM vs DUK
+1.8%
+70.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +23.1% | -1.7% | +24.7% | +22.9% |
| 3M | +18.5% | -0.4% | +18.9% | +17.6% |
| 6M | +7.8% | -7.2% | +15.0% | +8.7% |
| YTD | +29.1% | +5.3% | +23.9% | +29.5% |
| 1Y | +72.7% | +3.0% | +69.7% | +68.4% |
| All | +72.7% | +1.8% | +70.8% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling