+4.6%
DUK vs ROIV
+37.8%
-33.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.1% |
| 7D | -1.1% | +9.2% | -10.3% | -1.1% |
| 30D | +8.8% | +19.9% | -11.1% | +8.8% |
| 3M | +5.0% | +10.6% | -5.5% | +5.3% |
| 6M | +4.6% | +36.1% | -31.5% | +6.3% |
| All | +4.6% | +37.8% | -33.2% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling