+126.0%
DUK vs ROST
+317.9%
-191.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.4% | -6.9% | +4.4% | -1.3% |
| 3M | -3.0% | -3.3% | +0.3% | -2.6% |
| 6M | -6.6% | +9.0% | -15.6% | -8.3% |
| YTD | +4.6% | +28.9% | -24.3% | -0.6% |
| 1Y | +1.2% | +54.0% | -52.7% | -6.9% |
| 3Y | +45.7% | +100.7% | -55.1% | +25.8% |
| 5Y | +40.3% | +116.0% | -75.7% | +17.0% |
| All | +126.0% | +317.9% | -191.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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