+126.0%
DUK vs ROP
+135.6%
-9.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.7% | -4.6% | +3.9% | +0.8% |
| 30D | -2.4% | -1.7% | -0.7% | -2.0% |
| 3M | -3.0% | +17.1% | -20.1% | -8.2% |
| 6M | -6.6% | +10.9% | -17.4% | -10.3% |
| YTD | +4.6% | -12.1% | +16.6% | +8.1% |
| 1Y | +1.2% | -24.2% | +25.5% | +10.2% |
| 3Y | +45.7% | -20.4% | +66.0% | +53.1% |
| 5Y | +40.3% | -15.4% | +55.7% | +41.9% |
| All | +126.0% | +135.6% | -9.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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