+65.7%
DUK vs FE
+49.2%
+16.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +9.4% | +3.6% | +5.8% | +7.0% |
| 3M | +5.4% | +0.3% | +5.1% | +5.2% |
| 6M | +4.9% | +6.4% | -1.5% | +1.0% |
| YTD | +12.7% | +8.1% | +4.6% | +7.3% |
| 1Y | +7.8% | +4.6% | +3.2% | +4.7% |
| All | +65.7% | +49.2% | +16.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling