+1.2%
DUK vs XOP
+53.5%
-52.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | +2.6% | -3.3% | -0.7% |
| 30D | -2.4% | +9.6% | -12.0% | -2.5% |
| 3M | -3.0% | +20.4% | -23.4% | -3.3% |
| 6M | -6.6% | +19.9% | -26.5% | -6.8% |
| YTD | +4.6% | +56.4% | -51.8% | +4.2% |
| 1Y | +1.2% | +52.4% | -51.2% | +0.7% |
| All | +1.2% | +53.5% | -52.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling