+2,563.5%
DUK vs ROST
+69,900.8%
-67,337.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.0% | -10.0% | +7.9% | -1.0% |
| 3M | +0.2% | +1.2% | -1.0% | 0.0% |
| 6M | -6.9% | +8.9% | -15.8% | -7.9% |
| YTD | +6.1% | +28.1% | -21.9% | +3.2% |
| 1Y | +4.4% | +53.0% | -48.5% | -0.3% |
| 3Y | +49.1% | +97.9% | -48.7% | +37.9% |
| 5Y | +39.6% | +112.0% | -72.4% | +26.7% |
| 10Y | +125.1% | +303.0% | -177.8% | +89.6% |
| All | +2,563.5% | +69,900.8% | -67,337.3% | +1,608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling