+41.5%
DUK vs ROP
-16.2%
+57.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -0.1% | -6.1% | +6.0% | +1.2% |
| 30D | +0.2% | -3.4% | +3.6% | +0.9% |
| 3M | -1.9% | +16.7% | -18.6% | -5.3% |
| 6M | -6.5% | +8.1% | -14.6% | -8.4% |
| YTD | +5.4% | -11.7% | +17.1% | +8.8% |
| 1Y | +3.6% | -24.2% | +27.8% | +11.7% |
| 3Y | +48.1% | -19.0% | +67.1% | +53.0% |
| All | +41.5% | -16.2% | +57.7% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling