+943.1%
DUK vs FE
+561.4%
+381.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | 0.0% | +1.9% | -2.0% | -1.1% |
| 30D | -1.7% | -1.2% | -0.5% | -1.0% |
| 3M | -0.4% | +3.5% | -3.9% | -2.3% |
| 6M | -7.2% | -6.1% | -1.2% | -4.0% |
| YTD | +5.3% | +7.6% | -2.4% | +1.0% |
| 1Y | +3.0% | +11.9% | -9.0% | -3.3% |
| 3Y | +53.1% | +48.4% | +4.6% | +22.2% |
| 5Y | +37.9% | +44.8% | -6.9% | +11.3% |
| 10Y | +124.8% | +115.9% | +8.9% | +36.9% |
| All | +943.1% | +561.4% | +381.6% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling