-55.8%
FIG vs DUK
+1.8%
-57.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.9% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | -14.3% | -1.7% | -12.6% | -15.1% |
| 3M | +7.2% | -0.4% | +7.6% | +8.3% |
| 6M | -18.6% | -7.2% | -11.4% | -20.0% |
| YTD | -35.5% | +5.3% | -40.7% | -31.8% |
| 1Y | -55.8% | +3.0% | -58.7% | -53.3% |
| All | -55.8% | +1.8% | -57.6% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling