+46.9%
DUK vs FFIV
+151.3%
-104.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.5% |
| 7D | -0.1% | +3.5% | -3.6% | 0.0% |
| 30D | +0.2% | -1.3% | +1.6% | +0.2% |
| 3M | -1.9% | +2.4% | -4.3% | -1.8% |
| 6M | -6.5% | +41.8% | -48.3% | -5.8% |
| YTD | +5.4% | +58.5% | -53.1% | +6.3% |
| 1Y | +3.6% | +24.3% | -20.8% | +4.1% |
| All | +46.9% | +151.3% | -104.4% | +38.1% |
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