+2,707.2%
DUK vs FAST
+76,279.5%
-73,572.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +0.3% | +2.1% | -1.8% | 0.0% |
| 30D | +10.6% | +6.9% | +3.8% | +9.5% |
| 3M | +4.0% | +4.8% | -0.8% | +3.2% |
| 6M | +3.6% | +19.8% | -16.2% | +0.7% |
| YTD | +11.9% | +34.9% | -23.0% | +6.6% |
| 1Y | +6.7% | +32.8% | -26.1% | +1.9% |
| 3Y | +59.4% | +93.7% | -34.3% | +42.8% |
| 5Y | +52.4% | +105.3% | -52.9% | +34.5% |
| 10Y | +148.2% | +595.4% | -447.2% | +82.3% |
| All | +2,707.2% | +76,279.5% | -73,572.2% | +1,204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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