+39.6%
DUK vs FLEX
+717.1%
-677.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.7% |
| 7D | -0.1% | +6.4% | -6.5% | 0.0% |
| 30D | +0.2% | -5.9% | +6.1% | +0.2% |
| 3M | -1.9% | -23.5% | +21.6% | -2.2% |
| 6M | -6.5% | +83.7% | -90.2% | -6.5% |
| YTD | +5.4% | +86.5% | -81.1% | +5.5% |
| 1Y | +3.6% | +100.5% | -96.9% | +3.4% |
| 3Y | +48.1% | +469.8% | -421.7% | +38.1% |
| 5Y | +39.6% | +725.7% | -686.1% | +24.4% |
| All | +39.6% | +717.1% | -677.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling