+111.4%
DUK vs FND
+56.5%
+54.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.7% | -5.8% | +5.1% | -0.2% |
| 30D | -2.4% | -20.2% | +17.8% | -0.6% |
| 3M | -3.0% | -12.0% | +9.0% | -2.1% |
| 6M | -6.6% | -18.5% | +12.0% | -5.4% |
| YTD | +4.6% | -22.3% | +26.8% | +6.0% |
| 1Y | +1.2% | -47.6% | +48.9% | +6.3% |
| 3Y | +45.7% | -49.8% | +95.4% | +50.6% |
| 5Y | +40.3% | -63.0% | +103.3% | +46.4% |
| All | +111.4% | +56.5% | +54.9% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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