+125.9%
DUK vs RL
+308.3%
-182.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -2.2% | -15.3% | +13.1% | -0.9% |
| 3M | -3.7% | -10.3% | +6.6% | -2.9% |
| 6M | -6.3% | -2.2% | -4.1% | -6.5% |
| YTD | +4.5% | -4.3% | +8.8% | +4.4% |
| 1Y | +1.8% | +8.9% | -7.0% | +0.4% |
| 3Y | +46.8% | +201.4% | -154.6% | +26.8% |
| 5Y | +40.2% | +230.6% | -190.3% | +17.1% |
| All | +125.9% | +308.3% | -182.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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