+126.0%
DUK vs FLR
+19.7%
+106.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.6% |
| 30D | -2.4% | +4.2% | -6.6% | -2.6% |
| 3M | -3.0% | +8.1% | -11.1% | -3.3% |
| 6M | -6.6% | +21.5% | -28.1% | -7.2% |
| YTD | +4.6% | +36.8% | -32.2% | +3.4% |
| 1Y | +1.2% | +31.2% | -30.0% | +0.2% |
| 3Y | +45.7% | +53.9% | -8.2% | +42.1% |
| 5Y | +40.3% | +243.0% | -202.7% | +32.8% |
| All | +126.0% | +19.7% | +106.3% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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