+40.9%
DUK vs FOXA
+93.7%
-52.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.1% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -2.4% | +5.0% | -7.5% | -2.9% |
| 3M | -3.0% | -3.0% | 0.0% | -3.0% |
| 6M | -6.6% | +14.8% | -21.3% | -8.1% |
| YTD | +4.6% | -8.9% | +13.5% | +5.2% |
| 1Y | +1.2% | +13.3% | -12.1% | -0.6% |
| 3Y | +45.7% | +115.4% | -69.7% | +28.7% |
| All | +40.9% | +93.7% | -52.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling