+1,961.4%
DUK vs ROP
+24,791.5%
-22,830.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | +0.7% | -5.4% | +6.1% | +1.5% |
| 30D | -2.0% | -1.6% | -0.4% | -1.8% |
| 3M | +0.2% | +18.8% | -18.6% | -2.6% |
| 6M | -6.9% | +8.2% | -15.1% | -8.3% |
| YTD | +6.1% | -10.5% | +16.6% | +7.3% |
| 1Y | +4.4% | -23.7% | +28.2% | +8.1% |
| 3Y | +49.1% | -17.9% | +67.0% | +52.0% |
| 5Y | +39.6% | -15.3% | +54.9% | +41.1% |
| 10Y | +125.1% | +133.4% | -8.2% | +96.9% |
| All | +1,961.4% | +24,791.5% | -22,830.1% | +1,252.0% |
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