+522.0%
DUK vs XHB
+167.3%
+354.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -2.0% | -9.1% | +7.0% | 0.0% |
| 3M | +0.2% | -2.3% | +2.5% | +0.5% |
| 6M | -6.9% | -4.1% | -2.8% | -6.5% |
| YTD | +6.1% | -1.7% | +7.9% | +5.8% |
| 1Y | +4.4% | -15.1% | +19.5% | +7.4% |
| 3Y | +49.1% | +26.8% | +22.3% | +36.7% |
| 5Y | +39.6% | +37.3% | +2.2% | +23.2% |
| 10Y | +125.1% | +205.7% | -80.5% | +58.8% |
| All | +522.0% | +167.3% | +354.7% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling