+126.0%
DUK vs FDS
+64.8%
+61.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -0.7% | -14.0% | +13.3% | +2.8% |
| 30D | -2.4% | -6.2% | +3.8% | -1.2% |
| 3M | -3.0% | +10.2% | -13.2% | -6.0% |
| 6M | -6.6% | +27.4% | -34.0% | -13.8% |
| YTD | +4.6% | -9.3% | +13.8% | +5.2% |
| 1Y | +1.2% | -28.6% | +29.9% | +8.9% |
| 3Y | +45.7% | -36.8% | +82.5% | +60.7% |
| 5Y | +40.3% | -28.6% | +68.9% | +45.6% |
| All | +126.0% | +64.8% | +61.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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