+39.6%
DUK vs ROIV
+316.9%
-277.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +18.8% | -17.9% | +0.7% |
| 7D | +0.7% | +20.2% | -19.5% | +0.5% |
| 30D | -2.0% | +14.1% | -16.2% | -2.2% |
| 3M | +0.2% | +45.6% | -45.4% | -0.1% |
| 6M | -6.9% | +44.1% | -51.0% | -7.2% |
| YTD | +6.1% | +91.2% | -85.0% | +5.4% |
| 1Y | +4.4% | +221.3% | -216.9% | +3.0% |
| 3Y | +49.1% | +229.2% | -180.1% | +46.7% |
| 5Y | +39.6% | +316.5% | -276.9% | +31.1% |
| All | +39.6% | +316.9% | -277.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling