+40.2%
DUK vs FIS
-65.9%
+106.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -1.7% | -8.9% | +7.2% | -0.8% |
| 30D | -2.2% | -9.9% | +7.7% | -1.4% |
| 3M | -3.7% | 0.0% | -3.7% | -3.8% |
| 6M | -6.3% | -22.9% | +16.6% | -4.3% |
| YTD | +4.5% | -40.9% | +45.4% | +9.7% |
| 1Y | +1.8% | -40.4% | +42.3% | +6.7% |
| 3Y | +46.8% | -25.4% | +72.2% | +49.5% |
| 5Y | +40.2% | -64.8% | +105.1% | +52.8% |
| All | +40.2% | -65.9% | +106.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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