+2,541.1%
DUK vs RGEN
+1,576.0%
+965.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | -1.7% | +5.7% | -7.4% | -1.8% |
| 3M | -0.4% | +32.4% | -32.9% | -1.0% |
| 6M | -7.2% | +33.2% | -40.4% | -7.9% |
| YTD | +5.3% | +2.3% | +3.0% | +5.1% |
| 1Y | +3.0% | +39.0% | -36.0% | +2.1% |
| 3Y | +53.1% | -4.6% | +57.7% | +52.1% |
| 5Y | +37.9% | -42.7% | +80.6% | +37.7% |
| 10Y | +124.8% | +433.6% | -308.8% | +114.8% |
| All | +2,541.1% | +1,576.0% | +965.1% | +2,179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling