+54.2%
DUK vs FICO
+91.4%
-37.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +1.1% | +2.2% | -1.1% | +1.0% |
| 30D | +8.0% | +0.1% | +7.9% | +7.9% |
| 3M | +4.7% | -35.2% | +39.8% | +6.3% |
| 6M | +6.1% | -32.4% | +38.4% | +7.4% |
| YTD | +13.1% | -57.4% | +70.5% | +17.0% |
| 1Y | +8.2% | -58.5% | +66.7% | +12.0% |
| 3Y | +66.2% | -28.9% | +95.0% | +61.0% |
| All | +54.2% | +91.4% | -37.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling