+500.1%
DUK vs XOP
+86.0%
+414.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -2.0% | +16.5% | -18.6% | -4.1% |
| 3M | +0.2% | +15.7% | -15.5% | -1.9% |
| 6M | -6.9% | +19.2% | -26.1% | -9.4% |
| YTD | +6.1% | +55.0% | -48.8% | -0.3% |
| 1Y | +4.4% | +54.2% | -49.7% | -2.1% |
| 3Y | +49.1% | +35.9% | +13.3% | +40.7% |
| 5Y | +39.6% | +162.4% | -122.9% | +17.1% |
| 10Y | +125.1% | +50.2% | +75.0% | +86.9% |
| All | +500.1% | +86.0% | +414.1% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling