+126.0%
DUK vs TRV
+306.9%
-180.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.7% |
| 7D | -0.7% | +1.9% | -2.6% | -1.4% |
| 30D | -2.4% | +1.7% | -4.2% | -3.1% |
| 3M | -3.0% | +23.9% | -26.9% | -10.7% |
| 6M | -6.6% | +26.3% | -32.8% | -14.6% |
| YTD | +4.6% | +30.8% | -26.3% | -5.8% |
| 1Y | +1.2% | +36.3% | -35.1% | -10.3% |
| 3Y | +45.7% | +145.0% | -99.3% | +0.9% |
| 5Y | +40.3% | +163.9% | -123.6% | -7.6% |
| All | +126.0% | +306.9% | -180.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling