+39.6%
DUK vs FIVE
+38.7%
+0.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +0.7% | +3.7% | -3.0% | +0.7% |
| 30D | -2.0% | +4.0% | -6.0% | -2.1% |
| 3M | +0.2% | +36.2% | -36.0% | 0.0% |
| 6M | -6.9% | +18.0% | -24.9% | -7.0% |
| YTD | +6.1% | +34.9% | -28.7% | +5.9% |
| 1Y | +4.4% | +67.9% | -63.5% | +3.9% |
| 3Y | +49.1% | +57.3% | -8.2% | +52.1% |
| 5Y | +39.6% | +39.5% | 0.0% | +40.5% |
| All | +39.6% | +38.7% | +0.9% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling