+40.9%
DUK vs RVMD
+576.1%
-535.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | -3.0% | +2.3% | -0.6% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -3.0% | +36.5% | -39.5% | -3.5% |
| 6M | -6.6% | +104.6% | -111.2% | -8.0% |
| YTD | +4.6% | +155.8% | -151.3% | +2.1% |
| 1Y | +1.2% | +340.7% | -339.4% | -2.9% |
| 3Y | +45.7% | +519.9% | -474.3% | +36.5% |
| All | +40.9% | +576.1% | -535.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling