+125.9%
DUK vs FDX
+182.3%
-56.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -1.7% | -3.9% | +2.2% | -1.2% |
| 30D | -2.2% | -3.3% | +1.0% | -1.9% |
| 3M | -3.7% | -2.0% | -1.7% | -3.6% |
| 6M | -6.3% | +8.0% | -14.4% | -7.5% |
| YTD | +4.5% | +35.0% | -30.5% | +0.3% |
| 1Y | +1.8% | +73.7% | -71.9% | -5.5% |
| 3Y | +46.8% | +61.6% | -14.8% | +35.2% |
| 5Y | +40.2% | +65.4% | -25.1% | +26.3% |
| All | +125.9% | +182.3% | -56.4% | +55.1% |
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