+155.1%
NEM vs DUK
+39.2%
+115.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | +7.8% | -2.4% | +10.3% | +9.1% |
| 3M | +30.2% | -3.0% | +33.2% | +31.5% |
| 6M | +9.6% | -6.6% | +16.2% | +12.8% |
| YTD | +27.8% | +4.6% | +23.3% | +23.2% |
| 1Y | +60.7% | +1.2% | +59.5% | +57.2% |
| 3Y | +245.3% | +45.7% | +199.6% | +169.1% |
| All | +155.1% | +39.2% | +115.9% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling