+40.9%
DUK vs FITB
+68.5%
-27.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -2.4% | -5.7% | +3.2% | -1.9% |
| 3M | -3.0% | +3.2% | -6.2% | -3.3% |
| 6M | -6.6% | +23.4% | -30.0% | -8.5% |
| YTD | +4.6% | +18.8% | -14.2% | +2.6% |
| 1Y | +1.2% | +25.0% | -23.7% | -1.3% |
| 3Y | +45.7% | +131.2% | -85.5% | +30.8% |
| All | +40.9% | +68.5% | -27.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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