+2,545.7%
DUK vs TRV
+6,571.7%
-4,025.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +0.2% | -2.3% | +2.6% | +0.9% |
| 3M | -1.9% | +22.7% | -24.6% | -7.4% |
| 6M | -6.5% | +21.9% | -28.5% | -11.7% |
| YTD | +5.4% | +27.5% | -22.0% | -1.7% |
| 1Y | +3.6% | +36.2% | -32.7% | -5.3% |
| 3Y | +48.1% | +140.6% | -92.5% | +14.5% |
| 5Y | +39.6% | +154.5% | -115.0% | +5.3% |
| 10Y | +131.8% | +295.4% | -163.6% | +51.6% |
| All | +2,545.7% | +6,571.7% | -4,025.9% | +726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling