+1,449.6%
NET vs DUK
+67.6%
+1,382.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -4.8% | -1.7% | -3.1% | -4.8% |
| 3M | +3.8% | -0.4% | +4.3% | +3.8% |
| 6M | +50.0% | -7.2% | +57.3% | +50.3% |
| YTD | +41.5% | +5.3% | +36.2% | +40.8% |
| 1Y | +32.8% | +3.0% | +29.9% | +32.2% |
| 3Y | +335.9% | +53.1% | +282.8% | +309.4% |
| 5Y | +113.8% | +37.9% | +75.9% | +103.7% |
| All | +1,449.6% | +67.6% | +1,382.0% | +1,313.7% |
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