+125.1%
DUK vs FICO
+607.5%
-482.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +0.7% | -15.4% | +16.1% | +2.6% |
| 30D | -2.0% | -10.4% | +8.3% | -1.0% |
| 3M | +0.2% | -22.7% | +22.9% | +2.8% |
| 6M | -6.9% | -36.8% | +29.9% | -2.6% |
| YTD | +6.1% | -44.8% | +50.9% | +12.9% |
| 1Y | +4.4% | -39.3% | +43.8% | +8.9% |
| 3Y | +49.1% | +3.7% | +45.4% | +36.5% |
| 5Y | +39.6% | +101.7% | -62.2% | +8.6% |
| 10Y | +125.1% | +602.8% | -477.6% | +42.0% |
| All | +125.1% | +607.5% | -482.4% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling