+2,522.5%
DUK vs XEL
+1,926.0%
+596.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.0% |
| 30D | -2.2% | -2.9% | +0.6% | -0.6% |
| 3M | -3.7% | -2.7% | -1.0% | -2.2% |
| 6M | -6.3% | -6.5% | +0.2% | -2.9% |
| YTD | +4.5% | +3.6% | +0.9% | +2.3% |
| 1Y | +1.8% | +7.5% | -5.7% | -2.6% |
| 3Y | +46.8% | +46.3% | +0.5% | +16.7% |
| 5Y | +40.2% | +30.5% | +9.7% | +19.0% |
| 10Y | +129.8% | +151.4% | -21.6% | +40.5% |
| All | +2,522.5% | +1,926.0% | +596.4% | +476.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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