+1,053.9%
DUK vs FIX
+7,843.3%
-6,789.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.2% |
| 7D | +0.3% | -17.5% | +17.8% | +1.6% |
| 30D | +10.6% | -41.6% | +52.2% | +14.9% |
| 3M | +4.0% | -40.6% | +44.6% | +7.7% |
| 6M | +3.6% | -49.4% | +52.9% | +8.1% |
| YTD | +11.9% | +9.2% | +2.7% | +8.9% |
| 1Y | +6.7% | +6.5% | +0.2% | +3.9% |
| 3Y | +59.4% | +448.7% | -389.3% | +29.7% |
| 5Y | +52.4% | +948.7% | -896.4% | +15.1% |
| 10Y | +148.2% | +3,659.7% | -3,511.6% | +63.3% |
| All | +1,053.9% | +7,843.3% | -6,789.4% | +549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling