+2,541.1%
DUK vs RRC
+1,202.2%
+1,338.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -1.7% | +10.1% | -11.8% | -2.1% |
| 3M | -0.4% | +4.0% | -4.4% | -0.7% |
| 6M | -7.2% | +1.6% | -8.8% | -7.4% |
| YTD | +5.3% | +19.7% | -14.5% | +4.2% |
| 1Y | +3.0% | +21.4% | -18.5% | +1.8% |
| 3Y | +53.1% | +29.7% | +23.4% | +50.1% |
| 5Y | +37.9% | +153.9% | -115.9% | +29.4% |
| 10Y | +124.8% | +10.8% | +114.0% | +107.8% |
| All | +2,541.1% | +1,202.2% | +1,338.9% | +2,081.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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