+54.2%
RGTI vs DUK
+45.8%
+8.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -0.7% | +1.1% | +0.2% |
| 30D | -17.1% | -2.4% | -14.7% | -17.7% |
| 3M | -26.0% | -3.0% | -23.0% | -26.5% |
| 6M | -9.9% | -6.6% | -3.3% | -11.0% |
| YTD | -31.1% | +4.6% | -35.6% | -30.0% |
| 1Y | -8.5% | +1.2% | -9.7% | -7.7% |
| 3Y | +652.2% | +45.7% | +606.6% | +664.2% |
| 5Y | +56.8% | +40.3% | +16.5% | +63.9% |
| All | +54.2% | +45.8% | +8.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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