+113.2%
DUK vs FND
+57.3%
+55.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +0.2% | -19.6% | +19.8% | +2.1% |
| 3M | -1.9% | -4.3% | +2.5% | -1.8% |
| 6M | -6.5% | -20.4% | +13.9% | -5.2% |
| YTD | +5.4% | -21.9% | +27.3% | +6.9% |
| 1Y | +3.6% | -45.2% | +48.7% | +8.2% |
| 3Y | +48.1% | -49.2% | +97.4% | +53.0% |
| 5Y | +39.6% | -61.8% | +101.4% | +45.0% |
| All | +113.2% | +57.3% | +55.9% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling