-37.8%
NFLX vs DUK
+1.8%
-39.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -5.1% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +5.5% | -1.7% | +7.1% | +5.9% |
| 3M | -4.1% | -0.4% | -3.6% | -3.6% |
| 6M | -20.7% | -7.2% | -13.4% | -19.3% |
| YTD | -16.5% | +5.3% | -21.8% | -15.1% |
| 1Y | -37.8% | +3.0% | -40.7% | -38.1% |
| All | -37.8% | +1.8% | -39.6% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling