+207.0%
DUK vs RNG
+305.9%
-98.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.1% | -4.1% | +3.9% | 0.0% |
| 30D | +0.2% | +8.6% | -8.4% | 0.0% |
| 3M | -1.9% | +78.0% | -79.9% | -3.5% |
| 6M | -6.5% | +67.0% | -73.6% | -8.1% |
| YTD | +5.4% | +142.4% | -137.0% | +2.3% |
| 1Y | +3.6% | +120.4% | -116.9% | +0.7% |
| 3Y | +48.1% | +122.1% | -74.0% | +42.7% |
| 5Y | +39.6% | -69.8% | +109.4% | +41.6% |
| 10Y | +131.8% | +223.4% | -91.6% | +120.4% |
| All | +207.0% | +305.9% | -98.9% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling