+125.9%
DUK vs FLEX
+1,045.7%
-919.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.2% | -11.8% | +9.5% | -1.6% |
| 3M | -3.7% | -22.6% | +18.9% | -2.7% |
| 6M | -6.3% | +77.3% | -83.7% | -11.7% |
| YTD | +4.5% | +78.8% | -74.3% | -1.8% |
| 1Y | +1.8% | +86.1% | -84.2% | -5.0% |
| 3Y | +46.8% | +446.2% | -399.4% | +19.3% |
| 5Y | +40.2% | +689.7% | -649.5% | +7.2% |
| All | +125.9% | +1,045.7% | -919.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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