+73.8%
NFLX vs DUK
+47.2%
+26.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | +4.3% | -2.4% | +6.7% | +4.2% |
| 3M | -4.8% | -3.0% | -1.8% | -4.7% |
| 6M | -18.4% | -6.6% | -11.9% | -18.7% |
| YTD | -17.4% | +4.6% | -22.0% | -16.4% |
| 1Y | -35.7% | +1.2% | -36.9% | -35.2% |
| 3Y | +73.8% | +45.7% | +28.1% | +88.1% |
| All | +73.8% | +47.2% | +26.6% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling