+2,522.5%
DUK vs TROW
+14,151.0%
-11,628.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -1.2% |
| 30D | -2.2% | -5.5% | +3.2% | -1.4% |
| 3M | -3.7% | +2.3% | -6.0% | -4.2% |
| 6M | -6.3% | +23.9% | -30.3% | -9.6% |
| YTD | +4.5% | +7.9% | -3.4% | +2.9% |
| 1Y | +1.8% | +6.1% | -4.3% | +0.4% |
| 3Y | +46.8% | +13.8% | +33.0% | +41.6% |
| 5Y | +40.2% | -38.2% | +78.4% | +46.1% |
| 10Y | +129.8% | +131.3% | -1.5% | +93.6% |
| All | +2,522.5% | +14,151.0% | -11,628.5% | +1,375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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