+5,900.4%
NKE vs DUK
+2,535.3%
+3,365.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -8.2% | -2.4% | -5.7% | -7.5% |
| 3M | -19.1% | -3.0% | -16.1% | -18.4% |
| 6M | -32.6% | -6.6% | -26.1% | -31.5% |
| YTD | -40.7% | +4.6% | -45.3% | -41.8% |
| 1Y | -48.9% | +1.2% | -50.1% | -49.3% |
| 3Y | -59.2% | +45.7% | -104.9% | -64.4% |
| 5Y | -75.3% | +40.3% | -115.6% | -78.3% |
| 10Y | -23.1% | +129.9% | -153.0% | -42.7% |
| All | +5,900.4% | +2,535.3% | +3,365.1% | +1,395.6% |
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