-31.7%
NKE vs DUK
+7.9%
-39.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.9% |
| 7D | +9.0% | +4.9% | +4.1% | +8.5% |
| 30D | +19.2% | +13.8% | +5.4% | +18.5% |
| 3M | -1.5% | +5.2% | -6.7% | -2.2% |
| 6M | -4.2% | +3.5% | -7.6% | -4.6% |
| YTD | -34.8% | +13.5% | -48.2% | -36.2% |
| 1Y | -31.7% | +8.3% | -40.0% | -33.5% |
| All | -31.7% | +7.9% | -39.6% | -33.5% |
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