+40.2%
DUK vs ROL
-4.5%
+44.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | -2.2% | -6.6% | +4.4% | -0.7% |
| 3M | -3.7% | -27.3% | +23.6% | +3.5% |
| 6M | -6.3% | -38.1% | +31.7% | +4.5% |
| YTD | +4.5% | -41.8% | +46.3% | +17.9% |
| 1Y | +1.8% | -37.8% | +39.6% | +12.7% |
| 3Y | +46.8% | -0.3% | +47.1% | +43.5% |
| 5Y | +40.2% | -5.1% | +45.3% | +34.3% |
| All | +40.2% | -4.5% | +44.8% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling