+190.5%
DUK vs USFR
+27.6%
+162.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.2% | +0.3% | 0.0% | +0.2% |
| 3M | -1.9% | +1.0% | -2.9% | -2.0% |
| 6M | -6.5% | +1.9% | -8.5% | -6.7% |
| YTD | +5.4% | +2.7% | +2.8% | +5.2% |
| 1Y | +3.6% | +4.0% | -0.4% | +3.1% |
| 3Y | +48.1% | +14.0% | +34.1% | +46.6% |
| 5Y | +39.6% | +20.4% | +19.2% | +37.6% |
| 10Y | +131.8% | +28.0% | +103.8% | +127.5% |
| All | +190.5% | +27.6% | +162.9% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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