+232.1%
DUK vs FANG
+1,412.9%
-1,180.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.7% | +2.9% | -3.6% | -0.8% |
| 30D | -2.4% | +2.6% | -5.1% | -2.6% |
| 3M | -3.0% | +7.6% | -10.6% | -3.3% |
| 6M | -6.6% | +17.3% | -23.9% | -7.3% |
| YTD | +4.6% | +38.7% | -34.1% | +3.0% |
| 1Y | +1.2% | +51.6% | -50.4% | -0.7% |
| 3Y | +45.7% | +50.0% | -4.3% | +42.1% |
| 5Y | +40.3% | +237.6% | -197.3% | +31.2% |
| 10Y | +129.9% | +180.7% | -50.8% | +100.8% |
| All | +232.1% | +1,412.9% | -1,180.7% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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