+65.9%
DUK vs ROIV
+376.7%
-310.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +1.9% | +14.3% | -12.4% | +1.7% |
| 30D | +10.5% | +16.2% | -5.7% | +10.3% |
| 3M | +7.3% | +15.1% | -7.8% | +7.2% |
| 6M | +5.7% | +44.2% | -38.6% | +5.3% |
| YTD | +12.9% | +89.8% | -76.9% | +11.6% |
| 1Y | +8.6% | +94.6% | -86.0% | +7.2% |
| All | +65.9% | +376.7% | -310.9% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling