+1,086.6%
DUK vs RL
+1,549.7%
-463.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -0.6% | -4.4% | +3.7% | -0.2% |
| 30D | +9.4% | +5.6% | +3.8% | +8.7% |
| 3M | +5.4% | -0.6% | +6.1% | +5.4% |
| 6M | +4.9% | +15.5% | -10.6% | +2.9% |
| YTD | +12.7% | +12.3% | +0.4% | +10.6% |
| 1Y | +7.8% | +19.3% | -11.5% | +5.0% |
| 3Y | +63.3% | +255.5% | -192.2% | +37.9% |
| 5Y | +54.2% | +247.1% | -192.8% | +28.5% |
| 10Y | +156.8% | +346.0% | -189.2% | +98.2% |
| All | +1,086.6% | +1,549.7% | -463.1% | +670.6% |
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