+41.2%
DUK vs FICO
+99.8%
-58.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | -0.2% |
| 7D | 0.0% | -19.2% | +19.2% | +0.9% |
| 30D | -1.7% | -14.6% | +12.9% | -1.0% |
| 3M | -0.4% | -20.1% | +19.6% | +0.4% |
| 6M | -7.2% | -36.3% | +29.1% | -5.5% |
| YTD | +5.3% | -44.9% | +50.1% | +8.0% |
| 1Y | +3.0% | -38.6% | +41.6% | +4.8% |
| 3Y | +53.1% | +4.0% | +49.1% | +45.0% |
| All | +41.2% | +99.8% | -58.6% | +21.2% |
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