+2,541.1%
DUK vs FICO
+104,095.6%
-101,554.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +0.4% |
| 7D | 0.0% | -19.2% | +19.2% | +1.6% |
| 30D | -1.7% | -14.6% | +12.9% | -0.6% |
| 3M | -0.4% | -20.1% | +19.6% | +0.9% |
| 6M | -7.2% | -36.3% | +29.1% | -4.7% |
| YTD | +5.3% | -44.9% | +50.1% | +9.3% |
| 1Y | +3.0% | -38.6% | +41.6% | +5.6% |
| 3Y | +53.1% | +4.0% | +49.1% | +48.2% |
| 5Y | +37.9% | +99.5% | -61.6% | +24.8% |
| 10Y | +124.8% | +604.7% | -479.8% | +82.8% |
| All | +2,541.1% | +104,095.6% | -101,554.4% | +1,686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling