+228.1%
DUK vs FIVE
+868.1%
-640.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.4% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | -1.7% | +12.5% | -14.2% | -2.6% |
| 3M | -0.4% | +31.2% | -31.7% | -2.7% |
| 6M | -7.2% | +14.4% | -21.6% | -8.6% |
| YTD | +5.3% | +33.9% | -28.6% | +2.3% |
| 1Y | +3.0% | +65.1% | -62.1% | -1.8% |
| 3Y | +53.1% | +49.0% | +4.1% | +45.0% |
| 5Y | +37.9% | +30.3% | +7.6% | +30.0% |
| 10Y | +124.8% | +481.1% | -356.3% | +77.0% |
| All | +228.1% | +868.1% | -640.0% | +146.4% |
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