+937.5%
DUK vs FDS
+9,502.8%
-8,565.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -1.7% | +9.0% | -10.7% | -3.0% |
| 3M | -0.4% | +18.9% | -19.3% | -3.3% |
| 6M | -7.2% | +35.1% | -42.4% | -12.1% |
| YTD | +5.3% | +5.5% | -0.2% | +3.1% |
| 1Y | +3.0% | -16.8% | +19.8% | +4.1% |
| 3Y | +53.1% | -28.1% | +81.1% | +57.5% |
| 5Y | +37.9% | -17.4% | +55.3% | +38.3% |
| 10Y | +124.8% | +85.4% | +39.4% | +100.1% |
| All | +937.5% | +9,502.8% | -8,565.3% | +571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling