+1,315.5%
FERG vs DUK
+386.0%
+929.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -15.1% | +0.2% | -15.3% | -15.1% |
| 3M | -4.8% | -1.9% | -3.0% | -4.8% |
| 6M | -2.5% | -6.5% | +4.1% | -2.2% |
| YTD | +1.8% | +5.4% | -3.6% | +1.5% |
| 1Y | -0.3% | +3.6% | -3.9% | -0.6% |
| 3Y | +52.9% | +48.1% | +4.8% | +48.8% |
| 5Y | +69.3% | +39.6% | +29.7% | +65.0% |
| 10Y | +352.7% | +131.8% | +220.9% | +347.1% |
| All | +1,315.5% | +386.0% | +929.5% | +1,294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling