+1.0%
DUK vs FRMI
-78.1%
+79.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | -0.7% | +7.4% | -8.1% | -0.6% |
| 30D | -2.4% | -27.6% | +25.2% | -2.6% |
| 3M | -3.0% | -20.9% | +17.9% | -3.1% |
| 6M | -6.6% | -36.6% | +30.0% | -6.5% |
| YTD | +4.6% | -31.3% | +35.8% | +4.9% |
| All | +1.0% | -78.1% | +79.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling