+46.9%
DUK vs XLB
+32.2%
+14.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.1% | -2.9% | +2.8% | +0.5% |
| 30D | +0.2% | -3.4% | +3.6% | +0.9% |
| 3M | -1.9% | +1.6% | -3.5% | -2.3% |
| 6M | -6.5% | +3.6% | -10.2% | -7.4% |
| YTD | +5.4% | +14.2% | -8.8% | +2.0% |
| 1Y | +3.6% | +15.6% | -12.0% | -0.1% |
| All | +46.9% | +32.2% | +14.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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