+1,048.3%
DUK vs FLUT
+2,054.3%
-1,006.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | -1.7% | +7.7% | -9.4% | -1.8% |
| 3M | -0.4% | -0.7% | +0.3% | -0.5% |
| 6M | -7.2% | -11.2% | +3.9% | -7.2% |
| YTD | +5.3% | -53.4% | +58.7% | +6.0% |
| 1Y | +3.0% | -65.8% | +68.7% | +4.0% |
| 3Y | +53.1% | -44.9% | +98.0% | +53.4% |
| 5Y | +37.9% | -49.7% | +87.6% | +37.9% |
| 10Y | +124.8% | -9.7% | +134.5% | +121.6% |
| All | +1,048.3% | +2,054.3% | -1,006.0% | +966.5% |
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