+2,729.0%
DUK vs RRC
+1,511.7%
+1,217.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.6% | -0.5% | -0.2% | -0.6% |
| 30D | +9.4% | +25.2% | -15.8% | +8.2% |
| 3M | +5.4% | +27.8% | -22.4% | +4.1% |
| 6M | +4.9% | +27.2% | -22.3% | +3.5% |
| YTD | +12.7% | +48.2% | -35.4% | +10.4% |
| 1Y | +7.8% | +34.7% | -26.9% | +6.0% |
| 3Y | +63.3% | +62.2% | +1.1% | +58.3% |
| 5Y | +54.2% | +130.9% | -76.7% | +45.3% |
| 10Y | +156.8% | +73.4% | +83.4% | +132.2% |
| All | +2,729.0% | +1,511.7% | +1,217.2% | +2,210.3% |
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