+7.8%
DUK vs FN
-19.6%
+27.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | +0.1% |
| 7D | -0.6% | +8.0% | -8.6% | -0.1% |
| 30D | +9.4% | -19.1% | +28.6% | +9.2% |
| 3M | +5.4% | -29.8% | +35.3% | +4.9% |
| 6M | +4.9% | -43.2% | +48.1% | +4.1% |
| YTD | +12.7% | -18.9% | +31.7% | +13.2% |
| 1Y | +7.8% | -17.9% | +25.6% | +7.7% |
| All | +7.8% | -19.6% | +27.3% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling