+9.1%
DUK vs FIX
+15.7%
-6.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | +1.9% | +9.4% | -7.5% | +2.6% |
| 30D | +8.9% | -27.8% | +36.7% | +7.1% |
| 3M | +5.6% | -35.6% | +41.1% | +3.4% |
| 6M | +7.0% | -45.2% | +52.2% | +4.5% |
| YTD | +14.0% | +19.5% | -5.4% | +15.6% |
| 1Y | +9.1% | +24.2% | -15.1% | +10.4% |
| All | +9.1% | +15.7% | -6.6% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling