+985.7%
DUK vs FIX
+12,471.5%
-11,485.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | 0.0% | +6.0% | -6.1% | -0.5% |
| 30D | -1.7% | -7.2% | +5.6% | -1.2% |
| 3M | -0.4% | -15.9% | +15.4% | +0.4% |
| 6M | -7.2% | +12.7% | -20.0% | -9.0% |
| YTD | +5.3% | +72.8% | -67.5% | -0.6% |
| 1Y | +3.0% | +122.9% | -119.9% | -5.4% |
| 3Y | +53.1% | +774.3% | -721.3% | +20.5% |
| 5Y | +37.9% | +2,049.5% | -2,011.5% | -1.5% |
| 10Y | +124.8% | +5,821.5% | -5,696.6% | +43.4% |
| All | +985.7% | +12,471.5% | -11,485.8% | +492.3% |
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