+2,541.1%
DUK vs ROL
+9,030.3%
-6,489.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | -1.7% | -4.1% | +2.4% | -0.9% |
| 3M | -0.4% | -22.5% | +22.1% | +4.7% |
| 6M | -7.2% | -37.7% | +30.4% | +2.0% |
| YTD | +5.3% | -39.6% | +44.8% | +16.2% |
| 1Y | +3.0% | -36.0% | +39.0% | +12.1% |
| 3Y | +53.1% | -5.1% | +58.2% | +52.6% |
| 5Y | +37.9% | -3.4% | +41.3% | +35.5% |
| 10Y | +124.8% | +215.2% | -90.4% | +72.2% |
| All | +2,541.1% | +9,030.3% | -6,489.1% | +984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling