+40.9%
DUK vs FLR
+238.1%
-197.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | -3.0% | +8.1% | -11.1% | -3.1% |
| 6M | -6.6% | +21.5% | -28.1% | -6.9% |
| YTD | +4.6% | +36.8% | -32.2% | +3.7% |
| 1Y | +1.2% | +31.2% | -30.0% | +0.4% |
| 3Y | +45.7% | +53.9% | -8.2% | +40.1% |
| All | +40.9% | +238.1% | -197.2% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling