+500.1%
DUK vs XME
+246.2%
+253.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +0.7% | +3.6% | -2.9% | +0.2% |
| 30D | -2.0% | +3.6% | -5.7% | -2.7% |
| 3M | +0.2% | +1.2% | -1.0% | -0.3% |
| 6M | -6.9% | +9.0% | -15.9% | -8.8% |
| YTD | +6.1% | +15.9% | -9.8% | +2.6% |
| 1Y | +4.4% | +43.2% | -38.8% | -2.8% |
| 3Y | +49.1% | +137.4% | -88.3% | +26.0% |
| 5Y | +39.6% | +185.0% | -145.5% | +12.3% |
| 10Y | +125.1% | +409.5% | -284.3% | +55.2% |
| All | +500.1% | +246.2% | +253.9% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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