+126.0%
DUK vs RNG
+222.9%
-96.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.7% | -6.1% | +5.4% | -0.5% |
| 30D | -2.4% | +9.6% | -12.1% | -2.7% |
| 3M | -3.0% | +83.3% | -86.3% | -4.8% |
| 6M | -6.6% | +77.9% | -84.5% | -8.4% |
| YTD | +4.6% | +139.9% | -135.4% | +1.3% |
| 1Y | +1.2% | +121.7% | -120.4% | -1.8% |
| 3Y | +45.7% | +121.9% | -76.2% | +39.9% |
| 5Y | +40.3% | -68.4% | +108.7% | +43.2% |
| All | +126.0% | +222.9% | -96.8% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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