+251.0%
DUK vs FIVE
+848.8%
-597.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -1.1% | +2.4% | -3.6% | -1.3% |
| 30D | +8.8% | +15.8% | -7.0% | +7.5% |
| 3M | +5.0% | +3.8% | +1.3% | +4.6% |
| 6M | +4.6% | +18.5% | -13.9% | +2.9% |
| YTD | +12.6% | +31.2% | -18.6% | +9.5% |
| 1Y | +7.4% | +61.8% | -54.4% | +2.7% |
| 3Y | +63.1% | +39.9% | +23.2% | +55.5% |
| 5Y | +54.6% | +18.3% | +36.3% | +47.4% |
| 10Y | +156.5% | +510.0% | -353.5% | +101.4% |
| All | +251.0% | +848.8% | -597.8% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling