+131.8%
DUK vs FIVE
+486.0%
-354.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.4% |
| 7D | -0.1% | +1.7% | -1.8% | -0.3% |
| 30D | +0.2% | +5.0% | -4.8% | -0.2% |
| 3M | -1.9% | +29.5% | -31.4% | -4.1% |
| 6M | -6.5% | +12.4% | -18.9% | -7.9% |
| YTD | +5.4% | +31.2% | -25.8% | +2.4% |
| 1Y | +3.6% | +72.9% | -69.3% | -2.1% |
| 3Y | +48.1% | +53.0% | -4.9% | +39.6% |
| 5Y | +39.6% | +34.2% | +5.4% | +30.6% |
| 10Y | +131.8% | +497.6% | -365.8% | +83.1% |
| All | +131.8% | +486.0% | -354.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling