+126.0%
DUK vs ROK
+357.9%
-231.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | -0.7% | -1.2% | +0.6% | -0.5% |
| 30D | -2.4% | -4.8% | +2.4% | -1.7% |
| 3M | -3.0% | -6.1% | +3.1% | -2.3% |
| 6M | -6.6% | +15.5% | -22.0% | -9.3% |
| YTD | +4.6% | +11.2% | -6.6% | +1.8% |
| 1Y | +1.2% | +23.8% | -22.6% | -3.4% |
| 3Y | +45.7% | +53.1% | -7.5% | +30.6% |
| 5Y | +40.3% | +48.3% | -8.0% | +24.1% |
| All | +126.0% | +357.9% | -231.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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