+3.6%
DUK vs FIX
+125.7%
-122.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.8% |
| 7D | -0.1% | +3.5% | -3.6% | +0.1% |
| 30D | +0.2% | -3.5% | +3.8% | +0.1% |
| 3M | -1.9% | -11.8% | +9.9% | -2.2% |
| 6M | -6.5% | +17.8% | -24.3% | -5.8% |
| YTD | +5.4% | +73.3% | -67.9% | +8.2% |
| 1Y | +3.6% | +128.1% | -124.5% | +7.1% |
| All | +3.6% | +125.7% | -122.1% | +7.1% |
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