+686.4%
DUK vs FFIV
+7,518.9%
-6,832.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -1.0% |
| 7D | 0.0% | -1.0% | +0.9% | 0.0% |
| 30D | -1.7% | -5.1% | +3.4% | -1.5% |
| 3M | -0.4% | -4.5% | +4.0% | -0.4% |
| 6M | -7.2% | +36.5% | -43.7% | -8.4% |
| YTD | +5.3% | +53.0% | -47.7% | +3.5% |
| 1Y | +3.0% | +24.2% | -21.3% | +1.9% |
| 3Y | +53.1% | +137.2% | -84.1% | +47.5% |
| 5Y | +37.9% | +91.8% | -53.8% | +33.6% |
| 10Y | +124.8% | +215.2% | -90.3% | +112.9% |
| All | +686.4% | +7,518.9% | -6,832.5% | +618.1% |
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