+126.0%
DUK vs ROL
+211.6%
-85.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -3.2% | +2.5% | +0.2% |
| 30D | -2.4% | -4.9% | +2.5% | -1.1% |
| 3M | -3.0% | -25.8% | +22.8% | +5.0% |
| 6M | -6.6% | -37.6% | +31.0% | +6.1% |
| YTD | +4.6% | -41.5% | +46.0% | +20.4% |
| 1Y | +1.2% | -39.5% | +40.7% | +15.1% |
| 3Y | +45.7% | +0.1% | +45.5% | +41.6% |
| 5Y | +40.3% | -4.6% | +44.9% | +35.9% |
| All | +126.0% | +211.6% | -85.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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