-59.2%
NKE vs DUK
+47.2%
-106.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | -0.7% | -3.5% | -4.2% |
| 30D | -8.2% | -2.4% | -5.7% | -8.2% |
| 3M | -19.1% | -3.0% | -16.1% | -19.0% |
| 6M | -32.6% | -6.6% | -26.1% | -32.5% |
| YTD | -40.7% | +4.6% | -45.3% | -40.9% |
| 1Y | -48.9% | +1.2% | -50.1% | -48.9% |
| 3Y | -59.2% | +45.7% | -104.9% | -63.5% |
| All | -59.2% | +47.2% | -106.4% | -63.5% |
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 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