+55.2%
DUK vs RVMD
+636.2%
-581.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | +0.2% | +0.3% | -0.1% | +0.2% |
| 3M | -1.9% | +38.9% | -40.8% | -3.3% |
| 6M | -6.5% | +108.1% | -114.6% | -9.8% |
| YTD | +5.4% | +160.7% | -155.3% | +0.2% |
| 1Y | +3.6% | +407.3% | -403.7% | -5.2% |
| 3Y | +48.1% | +546.6% | -498.5% | +31.3% |
| 5Y | +39.6% | +579.8% | -540.2% | +20.7% |
| All | +55.2% | +636.2% | -581.0% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling