+654.3%
DUK vs XLB
+822.6%
-168.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | -0.4% | +2.0% | -2.4% | -1.4% |
| 6M | -7.2% | +1.8% | -9.1% | -8.2% |
| YTD | +5.3% | +16.6% | -11.3% | -1.2% |
| 1Y | +3.0% | +16.9% | -14.0% | -3.6% |
| 3Y | +53.1% | +32.6% | +20.5% | +35.2% |
| 5Y | +37.9% | +35.6% | +2.3% | +19.3% |
| 10Y | +124.8% | +160.0% | -35.2% | +48.2% |
| All | +654.3% | +822.6% | -168.3% | +183.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling