+39.6%
DUK vs FIX
+2,166.5%
-2,126.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.8% |
| 7D | +0.7% | +6.1% | -5.3% | +0.7% |
| 30D | -2.0% | -2.7% | +0.6% | -2.0% |
| 3M | +0.2% | -10.9% | +11.2% | +0.3% |
| 6M | -6.9% | +29.0% | -35.9% | -7.4% |
| YTD | +6.1% | +76.9% | -70.7% | +4.9% |
| 1Y | +4.4% | +130.7% | -126.3% | +2.3% |
| 3Y | +49.1% | +790.7% | -741.5% | +28.2% |
| 5Y | +39.6% | +2,185.6% | -2,146.0% | -2.2% |
| All | +39.6% | +2,166.5% | -2,126.9% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling