+32.6%
NET vs DUK
+53.5%
-20.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.2% |
| 7D | -16.4% | +4.9% | -21.2% | -15.6% |
| 30D | -25.8% | +13.8% | -39.7% | -24.3% |
| 3M | -11.5% | +5.2% | -16.7% | -10.5% |
| 6M | +18.9% | +3.5% | +15.5% | +20.2% |
| YTD | +35.2% | +13.5% | +21.8% | +37.3% |
| 1Y | +14.5% | +8.3% | +6.1% | +16.1% |
| 3Y | +313.8% | +60.7% | +253.1% | +294.1% |
| 5Y | +32.6% | +55.5% | -23.0% | +44.0% |
| All | +32.6% | +53.5% | -20.9% | +44.0% |
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