+479.7%
NEM vs DUK
+2,557.6%
-2,077.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +10.0% | +0.2% | +9.7% | +9.9% |
| 3M | +30.9% | -1.9% | +32.8% | +31.1% |
| 6M | +10.5% | -6.5% | +17.0% | +11.8% |
| YTD | +29.7% | +5.4% | +24.3% | +27.9% |
| 1Y | +71.1% | +3.6% | +67.6% | +69.2% |
| 3Y | +252.1% | +48.1% | +204.0% | +223.8% |
| 5Y | +157.7% | +39.6% | +118.2% | +139.5% |
| 10Y | +319.4% | +131.8% | +187.5% | +254.9% |
| All | +479.7% | +2,557.6% | -2,077.9% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling