+1,100.4%
DUK vs RL
+1,517.3%
-416.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | +1.9% | +2.6% | -0.6% | +1.6% |
| 30D | +8.9% | +2.9% | +5.9% | +8.5% |
| 3M | +5.6% | 0.0% | +5.6% | +5.4% |
| 6M | +7.0% | +17.1% | -10.1% | +4.8% |
| YTD | +14.0% | +10.1% | +3.9% | +12.1% |
| 1Y | +9.1% | +17.3% | -8.2% | +6.5% |
| 3Y | +67.6% | +249.3% | -181.8% | +41.8% |
| 5Y | +56.6% | +240.9% | -184.3% | +30.7% |
| 10Y | +159.8% | +337.3% | -177.5% | +100.9% |
| All | +1,100.4% | +1,517.3% | -416.9% | +681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling