+41.5%
DUK vs XLB
+34.4%
+7.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -0.1% | -2.9% | +2.8% | +0.7% |
| 30D | +0.2% | -3.4% | +3.6% | +1.2% |
| 3M | -1.9% | +1.6% | -3.5% | -2.5% |
| 6M | -6.5% | +3.6% | -10.2% | -7.8% |
| YTD | +5.4% | +14.2% | -8.8% | +0.8% |
| 1Y | +3.6% | +15.6% | -12.0% | -1.5% |
| 3Y | +48.1% | +33.1% | +15.0% | +32.6% |
| All | +41.5% | +34.4% | +7.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling