+40.2%
DUK vs RGEN
-44.2%
+84.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.7% | -2.9% | +1.2% | -1.6% |
| 30D | -2.2% | -0.1% | -2.2% | -2.3% |
| 3M | -3.7% | +25.9% | -29.6% | -4.2% |
| 6M | -6.3% | +35.2% | -41.6% | -7.1% |
| YTD | +4.5% | +0.5% | +4.0% | +4.4% |
| 1Y | +1.8% | +37.0% | -35.2% | +0.8% |
| 3Y | +46.8% | +2.0% | +44.8% | +45.3% |
| 5Y | +40.2% | -44.2% | +84.4% | +36.1% |
| All | +40.2% | -44.2% | +84.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling