+2,761.7%
DUK vs RRC
+1,510.8%
+1,250.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +1.9% | +6.4% | -4.4% | +1.6% |
| 30D | +8.9% | +23.9% | -15.0% | +7.7% |
| 3M | +5.6% | +30.2% | -24.6% | +4.1% |
| 6M | +7.0% | +26.3% | -19.3% | +5.6% |
| YTD | +14.0% | +48.1% | -34.0% | +11.7% |
| 1Y | +9.1% | +37.7% | -28.6% | +7.2% |
| 3Y | +67.6% | +60.3% | +7.3% | +62.6% |
| 5Y | +56.6% | +135.3% | -78.7% | +47.4% |
| 10Y | +159.8% | +73.3% | +86.5% | +134.9% |
| All | +2,761.7% | +1,510.8% | +1,250.9% | +2,237.1% |
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