+75.7%
DUK vs ROIV
+298.6%
-222.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -0.6% | +9.5% | -10.1% | -0.7% |
| 30D | +9.4% | +21.0% | -11.6% | +9.2% |
| 3M | +5.4% | +18.7% | -13.3% | +5.3% |
| 6M | +4.9% | +44.5% | -39.6% | +4.5% |
| YTD | +12.7% | +92.9% | -80.1% | +12.0% |
| 1Y | +7.8% | +100.2% | -92.5% | +7.0% |
| 3Y | +63.3% | +375.0% | -311.7% | +60.2% |
| 5Y | +54.2% | +435.2% | -380.9% | +50.3% |
| All | +75.7% | +298.6% | -222.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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