+45.7%
DUK vs XHB
+23.1%
+22.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.7% | -4.6% | +4.0% | -0.3% |
| 30D | -2.4% | -9.1% | +6.7% | -1.7% |
| 3M | -3.0% | -8.6% | +5.6% | -2.3% |
| 6M | -6.6% | -4.0% | -2.5% | -6.3% |
| YTD | +4.6% | -3.9% | +8.5% | +4.8% |
| 1Y | +1.2% | -16.5% | +17.7% | +2.6% |
| 3Y | +45.7% | +22.6% | +23.1% | +32.5% |
| All | +45.7% | +23.1% | +22.6% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling