+150.5%
DUK vs FTAI
+2,361.6%
-2,211.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -1.7% | -9.7% | +8.0% | -1.2% |
| 30D | -2.2% | -20.0% | +17.7% | -1.3% |
| 3M | -3.7% | -20.1% | +16.4% | -2.9% |
| 6M | -6.3% | -33.3% | +26.9% | -5.1% |
| YTD | +4.5% | -8.0% | +12.5% | +3.8% |
| 1Y | +1.8% | +8.0% | -6.1% | 0.0% |
| 3Y | +46.8% | +413.4% | -366.6% | +22.7% |
| 5Y | +40.2% | +858.6% | -818.3% | +8.9% |
| 10Y | +129.8% | +3,003.7% | -2,873.9% | +64.0% |
| All | +150.5% | +2,361.6% | -2,211.1% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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