-27.1%
RKT vs DUK
+82.9%
-110.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.3% | -0.7% | -5.6% | -5.9% |
| 30D | -6.2% | -2.4% | -3.7% | -4.9% |
| 3M | -1.9% | -3.0% | +1.1% | -0.5% |
| 6M | -13.0% | -6.6% | -6.5% | -10.2% |
| YTD | -31.9% | +4.6% | -36.5% | -34.1% |
| 1Y | -37.6% | +1.2% | -38.8% | -38.7% |
| 3Y | +36.8% | +45.7% | -8.9% | +4.9% |
| 5Y | -9.7% | +40.3% | -50.0% | -29.6% |
| All | -27.1% | +82.9% | -110.0% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling