+131.8%
DUK vs FIX
+5,928.8%
-5,797.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.5% |
| 7D | -0.1% | +3.5% | -3.6% | -0.5% |
| 30D | +0.2% | -3.5% | +3.8% | +0.5% |
| 3M | -1.9% | -11.8% | +9.9% | -1.3% |
| 6M | -6.5% | +17.8% | -24.3% | -9.3% |
| YTD | +5.4% | +73.3% | -67.9% | -2.5% |
| 1Y | +3.6% | +128.1% | -124.5% | -8.2% |
| 3Y | +48.1% | +772.7% | -724.5% | -0.4% |
| 5Y | +39.6% | +2,166.4% | -2,126.9% | -25.5% |
| 10Y | +131.8% | +6,034.5% | -5,902.6% | +0.8% |
| All | +131.8% | +5,928.8% | -5,797.0% | +0.8% |
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