+40.9%
DUK vs XOP
+158.8%
-117.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | +2.6% | -3.3% | -0.8% |
| 30D | -2.4% | +9.6% | -12.0% | -2.9% |
| 3M | -3.0% | +20.4% | -23.4% | -4.0% |
| 6M | -6.6% | +19.9% | -26.5% | -7.6% |
| YTD | +4.6% | +56.4% | -51.8% | +1.7% |
| 1Y | +1.2% | +52.4% | -51.2% | -1.4% |
| 3Y | +45.7% | +39.9% | +5.8% | +41.8% |
| All | +40.9% | +158.8% | -117.9% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling