+1,144.2%
DUK vs FLUT
+1,645.8%
-501.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | +8.9% | +9.3% | -0.4% | +8.8% |
| 3M | +5.6% | -17.5% | +23.0% | +5.7% |
| 6M | +7.0% | -14.6% | +21.6% | +7.1% |
| YTD | +14.0% | -62.3% | +76.3% | +15.1% |
| 1Y | +9.1% | -59.6% | +68.7% | +10.0% |
| 3Y | +67.6% | -45.3% | +112.9% | +67.8% |
| 5Y | +56.6% | -50.4% | +107.0% | +56.5% |
| 10Y | +159.8% | -26.8% | +186.6% | +156.6% |
| All | +1,144.2% | +1,645.8% | -501.6% | +1,057.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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