+431.1%
DUK vs FIS
+374.5%
+56.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -1.7% | -2.2% | +0.5% | -1.3% |
| 3M | -0.4% | +2.1% | -2.6% | -1.2% |
| 6M | -7.2% | -14.7% | +7.4% | -4.6% |
| YTD | +5.3% | -35.7% | +41.0% | +15.0% |
| 1Y | +3.0% | -37.1% | +40.0% | +12.8% |
| 3Y | +53.1% | -20.0% | +73.1% | +56.1% |
| 5Y | +37.9% | -62.1% | +100.1% | +62.3% |
| 10Y | +124.8% | -37.4% | +162.2% | +131.7% |
| All | +431.1% | +374.5% | +56.5% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling