-9.7%
RKT vs DUK
+38.3%
-48.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -7.2% | -1.7% | -5.6% | -6.4% |
| 30D | -7.9% | -2.2% | -5.6% | -6.7% |
| 3M | +5.2% | -3.7% | +8.9% | +7.1% |
| 6M | -14.9% | -6.3% | -8.6% | -12.1% |
| YTD | -31.9% | +4.5% | -36.4% | -34.2% |
| 1Y | -36.9% | +1.8% | -38.7% | -38.4% |
| 3Y | +35.7% | +46.8% | -11.1% | +0.2% |
| 5Y | -9.7% | +40.2% | -49.9% | -31.9% |
| All | -9.7% | +38.3% | -48.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling