+162.6%
DUK vs FIX
+3,564.5%
-3,402.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +1.9% | +9.4% | -7.5% | +1.1% |
| 30D | +8.9% | -27.8% | +36.7% | +11.6% |
| 3M | +5.6% | -35.6% | +41.1% | +9.2% |
| 6M | +7.0% | -45.2% | +52.2% | +11.9% |
| YTD | +14.0% | +19.5% | -5.4% | +8.2% |
| 1Y | +9.1% | +24.2% | -15.1% | +2.8% |
| 3Y | +67.6% | +494.2% | -426.6% | +15.1% |
| 5Y | +56.6% | +1,036.1% | -979.5% | -9.2% |
| All | +162.6% | +3,564.5% | -3,402.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling