+126.0%
DUK vs XRT
+128.2%
-2.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | -2.4% | -4.5% | +2.0% | -1.6% |
| 3M | -3.0% | -3.1% | +0.1% | -2.5% |
| 6M | -6.6% | +4.2% | -10.8% | -7.5% |
| YTD | +4.6% | -0.1% | +4.7% | +4.2% |
| 1Y | +1.2% | -3.0% | +4.3% | +1.4% |
| 3Y | +45.7% | +41.8% | +3.9% | +32.5% |
| 5Y | +40.3% | -1.3% | +41.6% | +36.5% |
| All | +126.0% | +128.2% | -2.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling