+243.5%
NEM vs DUK
+47.1%
+196.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.3% | -1.7% | -1.6% | -2.5% |
| 30D | +7.8% | -2.2% | +10.1% | +8.9% |
| 3M | +36.3% | -3.7% | +39.9% | +37.9% |
| 6M | +6.6% | -6.3% | +12.9% | +9.5% |
| YTD | +27.1% | +4.5% | +22.6% | +22.0% |
| 1Y | +62.3% | +1.8% | +60.5% | +57.4% |
| All | +243.5% | +47.1% | +196.4% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling