+2,563.5%
DUK vs FITB
+2,836.2%
-272.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | -2.0% | -4.5% | +2.5% | -1.5% |
| 3M | +0.2% | +5.7% | -5.4% | -0.5% |
| 6M | -6.9% | +17.1% | -24.0% | -8.7% |
| YTD | +6.1% | +18.3% | -12.2% | +3.8% |
| 1Y | +4.4% | +23.9% | -19.5% | +1.5% |
| 3Y | +49.1% | +131.1% | -82.0% | +33.6% |
| 5Y | +39.6% | +71.1% | -31.5% | +27.7% |
| 10Y | +125.1% | +283.9% | -158.7% | +81.4% |
| All | +2,563.5% | +2,836.2% | -272.7% | +1,367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling