+752.1%
DUK vs FFIV
+5,932.0%
-5,179.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | +1.9% | -0.5% | +2.5% | +2.0% |
| 30D | +8.9% | -32.4% | +41.3% | +10.2% |
| 3M | +5.6% | -25.7% | +31.2% | +6.5% |
| 6M | +7.0% | -13.5% | +20.5% | +7.2% |
| YTD | +14.0% | +21.1% | -7.1% | +12.8% |
| 1Y | +9.1% | +29.4% | -20.3% | +7.7% |
| 3Y | +67.6% | +94.9% | -27.3% | +62.4% |
| 5Y | +56.6% | +34.7% | +21.9% | +53.3% |
| 10Y | +159.8% | +119.0% | +40.8% | +148.6% |
| All | +752.1% | +5,932.0% | -5,179.9% | +683.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling