+126.0%
DUK vs RIG
-41.2%
+167.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.6% |
| 30D | -2.4% | -0.5% | -1.9% | -2.4% |
| 3M | -3.0% | -6.0% | +3.0% | -2.9% |
| 6M | -6.6% | -10.1% | +3.6% | -6.4% |
| YTD | +4.6% | +37.3% | -32.7% | +3.3% |
| 1Y | +1.2% | +73.9% | -72.7% | -0.9% |
| 3Y | +45.7% | -30.2% | +75.8% | +45.8% |
| 5Y | +40.3% | +62.5% | -22.2% | +33.8% |
| All | +126.0% | -41.2% | +167.2% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling