+2,523.6%
DUK vs RRX
+3,890.5%
-1,366.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | -0.4% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -2.4% | -6.1% | +3.7% | -1.7% |
| 3M | -3.0% | -23.1% | +20.1% | -0.5% |
| 6M | -6.6% | -19.5% | +13.0% | -5.2% |
| YTD | +4.6% | +16.1% | -11.5% | +0.8% |
| 1Y | +1.2% | +12.9% | -11.7% | -2.4% |
| 3Y | +45.7% | +7.9% | +37.7% | +37.4% |
| 5Y | +40.3% | +19.1% | +21.2% | +28.3% |
| 10Y | +129.9% | +225.8% | -95.9% | +77.2% |
| All | +2,523.6% | +3,890.5% | -1,366.9% | +1,609.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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