+2,114.8%
DUK vs ROP
+30,173.0%
-28,058.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +8.9% | +28.8% | -19.9% | +4.7% |
| 3M | +5.6% | +21.1% | -15.5% | +2.4% |
| 6M | +7.0% | +52.5% | -45.6% | -0.1% |
| YTD | +14.0% | +8.9% | +5.2% | +11.8% |
| 1Y | +9.1% | +8.2% | +0.9% | +7.0% |
| 3Y | +67.6% | -5.2% | +72.7% | +67.0% |
| 5Y | +56.6% | +1.7% | +54.9% | +53.8% |
| 10Y | +159.8% | +185.4% | -25.6% | +120.3% |
| All | +2,114.8% | +30,173.0% | -28,058.2% | +1,308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling