+205.8%
RSP vs DUK
+129.4%
+76.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -2.8% | -2.4% | -0.4% | -1.8% |
| 3M | +2.8% | -3.0% | +5.8% | +4.0% |
| 6M | +10.2% | -6.6% | +16.8% | +13.1% |
| YTD | +13.1% | +4.6% | +8.5% | +10.1% |
| 1Y | +14.8% | +1.2% | +13.5% | +13.2% |
| 3Y | +52.6% | +45.7% | +6.9% | +24.1% |
| 5Y | +51.6% | +40.3% | +11.3% | +24.2% |
| All | +205.8% | +129.4% | +76.4% | +112.3% |
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