+251.5%
DUK vs FIVE
+862.5%
-611.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +9.4% | +17.4% | -8.0% | +8.0% |
| 3M | +5.4% | +7.0% | -1.6% | +4.8% |
| 6M | +4.9% | +20.5% | -15.6% | +3.0% |
| YTD | +12.7% | +33.1% | -20.4% | +9.6% |
| 1Y | +7.8% | +67.1% | -59.3% | +2.8% |
| 3Y | +63.3% | +41.9% | +21.4% | +55.5% |
| 5Y | +54.2% | +21.1% | +33.2% | +46.8% |
| 10Y | +156.8% | +518.8% | -362.0% | +101.5% |
| All | +251.5% | +862.5% | -611.1% | +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