-23.6%
RKT vs DUK
+85.7%
-109.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | +0.7% | -2.0% | +2.7% | +1.7% |
| 3M | +11.8% | +0.2% | +11.6% | +11.4% |
| 6M | -7.6% | -6.9% | -0.7% | -4.4% |
| YTD | -28.7% | +6.1% | -34.8% | -31.5% |
| 1Y | -32.6% | +4.4% | -37.0% | -34.9% |
| 3Y | +42.1% | +49.1% | -7.0% | +7.6% |
| 5Y | -7.2% | +39.6% | -46.7% | -27.5% |
| All | -23.6% | +85.7% | -109.3% | -52.8% |
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