+410.5%
DUK vs FLR
+587.1%
-176.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -0.1% | -3.1% | +3.0% | +0.2% |
| 30D | +0.2% | +4.9% | -4.7% | -0.2% |
| 3M | -1.9% | +10.8% | -12.7% | -3.1% |
| 6M | -6.5% | +19.7% | -26.2% | -8.7% |
| YTD | +5.4% | +38.4% | -32.9% | +1.5% |
| 1Y | +3.6% | +34.7% | -31.1% | -0.4% |
| 3Y | +48.1% | +56.7% | -8.5% | +37.1% |
| 5Y | +39.6% | +241.6% | -202.1% | +17.2% |
| 10Y | +131.8% | +20.2% | +111.6% | +102.0% |
| All | +410.5% | +587.1% | -176.7% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling