+125.1%
DUK vs FN
+882.3%
-757.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.8% |
| 7D | +0.7% | +3.5% | -2.8% | +0.6% |
| 30D | -2.0% | -26.0% | +23.9% | -1.6% |
| 3M | +0.2% | -33.3% | +33.5% | +0.8% |
| 6M | -6.9% | -14.9% | +8.0% | -7.1% |
| YTD | +6.1% | -8.6% | +14.7% | +5.5% |
| 1Y | +4.4% | +12.3% | -7.9% | +3.0% |
| 3Y | +49.1% | +174.4% | -125.3% | +37.5% |
| 5Y | +39.6% | +296.4% | -256.9% | +23.3% |
| 10Y | +125.1% | +890.0% | -764.9% | +87.0% |
| All | +125.1% | +882.3% | -757.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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