+67.6%
DUK vs FFIV
+95.4%
-27.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.2% |
| 7D | +1.9% | -0.5% | +2.5% | +1.9% |
| 30D | +8.9% | -32.4% | +41.3% | +7.2% |
| 3M | +5.6% | -25.7% | +31.2% | +4.5% |
| 6M | +7.0% | -13.5% | +20.5% | +6.4% |
| YTD | +14.0% | +21.1% | -7.1% | +14.4% |
| 1Y | +9.1% | +29.4% | -20.3% | +9.6% |
| 3Y | +67.6% | +94.9% | -27.3% | +62.7% |
| All | +67.6% | +95.4% | -27.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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