+2,541.1%
DUK vs RVTY
+2,416.7%
+124.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -1.7% | +13.2% | -14.9% | -3.2% |
| 3M | -0.4% | +27.2% | -27.7% | -3.5% |
| 6M | -7.2% | +32.4% | -39.6% | -10.8% |
| YTD | +5.3% | +34.9% | -29.6% | +0.8% |
| 1Y | +3.0% | +52.4% | -49.4% | -3.1% |
| 3Y | +53.1% | +12.3% | +40.8% | +47.4% |
| 5Y | +37.9% | -30.8% | +68.7% | +39.6% |
| 10Y | +124.8% | +150.7% | -25.9% | +91.5% |
| All | +2,541.1% | +2,416.7% | +124.5% | +1,353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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