+50.4%
FERG vs DUK
+47.2%
+3.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -0.7% | -1.9% | -2.6% |
| 30D | -8.9% | -2.4% | -6.4% | -8.9% |
| 3M | -2.0% | -3.0% | +1.0% | -2.0% |
| 6M | -3.2% | -6.6% | +3.4% | -3.2% |
| YTD | +1.5% | +4.6% | -3.1% | +1.5% |
| 1Y | +0.5% | +1.2% | -0.7% | +0.5% |
| 3Y | +50.4% | +45.7% | +4.7% | +43.9% |
| All | +50.4% | +47.2% | +3.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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