+46.9%
DUK vs FRSH
-72.5%
+119.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | -6.6% | +5.9% | -0.7% |
| 30D | -2.4% | +2.1% | -4.5% | -2.4% |
| 3M | -3.0% | +29.0% | -32.0% | -2.9% |
| 6M | -6.6% | +48.6% | -55.2% | -6.4% |
| YTD | +4.6% | -2.9% | +7.5% | +4.7% |
| 1Y | +1.2% | -7.9% | +9.1% | +1.4% |
| 3Y | +45.7% | -46.5% | +92.2% | +46.9% |
| All | +46.9% | -72.5% | +119.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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