+1,152.9%
RSP vs DUK
+1,212.6%
-59.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | +4.4% | +9.4% | -5.0% | -0.3% |
| 3M | +1.3% | +5.4% | -4.2% | -1.6% |
| 6M | +10.0% | +4.9% | +5.1% | +6.8% |
| YTD | +17.6% | +12.7% | +4.9% | +9.7% |
| 1Y | +19.2% | +7.8% | +11.4% | +13.6% |
| 3Y | +66.0% | +63.3% | +2.7% | +24.6% |
| 5Y | +50.4% | +54.2% | -3.8% | +14.8% |
| 10Y | +215.7% | +156.8% | +58.8% | +75.9% |
| All | +1,152.9% | +1,212.6% | -59.7% | +225.5% |
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