+1,468.3%
DUK vs FLEX
+7,523.3%
-6,055.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -1.7% | -10.1% | +8.5% | -1.1% |
| 3M | -0.4% | -31.3% | +30.9% | +1.4% |
| 6M | -7.2% | +71.3% | -78.5% | -11.5% |
| YTD | +5.3% | +81.2% | -76.0% | -0.1% |
| 1Y | +3.0% | +98.5% | -95.5% | -3.0% |
| 3Y | +53.1% | +428.2% | -375.2% | +33.2% |
| 5Y | +37.9% | +657.3% | -619.3% | +16.2% |
| 10Y | +124.8% | +995.9% | -871.1% | +79.0% |
| All | +1,468.3% | +7,523.3% | -6,055.0% | +1,026.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling