+162.6%
DUK vs FDX
+155.8%
+6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +1.9% | +5.2% | -3.3% | +1.3% |
| 30D | +8.9% | +11.3% | -2.4% | +7.5% |
| 3M | +5.6% | -4.1% | +9.7% | +6.0% |
| 6M | +7.0% | +9.6% | -2.7% | +5.6% |
| YTD | +14.0% | +40.9% | -26.9% | +8.9% |
| 1Y | +9.1% | +53.0% | -43.9% | +3.1% |
| 3Y | +67.6% | +74.1% | -6.5% | +52.9% |
| 5Y | +56.6% | +75.1% | -18.5% | +40.2% |
| All | +162.6% | +155.8% | +6.8% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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