+41.5%
DUK vs FDS
-23.7%
+65.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.2% |
| 7D | -0.1% | -8.8% | +8.7% | +1.0% |
| 30D | +0.2% | -1.4% | +1.6% | +0.3% |
| 3M | -1.9% | +13.9% | -15.8% | -3.8% |
| 6M | -6.5% | +27.4% | -33.9% | -10.4% |
| YTD | +5.4% | -2.5% | +7.9% | +5.9% |
| 1Y | +3.6% | -23.8% | +27.3% | +9.9% |
| 3Y | +48.1% | -32.5% | +80.6% | +60.4% |
| All | +41.5% | -23.7% | +65.2% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling