+39.6%
DUK vs XRT
-2.4%
+41.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | +0.2% | -6.9% | +7.2% | +0.8% |
| 3M | -1.9% | -0.4% | -1.5% | -1.9% |
| 6M | -6.5% | +2.2% | -8.7% | -6.8% |
| YTD | +5.4% | -0.7% | +6.1% | +5.4% |
| 1Y | +3.6% | -2.0% | +5.6% | +3.6% |
| 3Y | +48.1% | +41.0% | +7.1% | +41.2% |
| 5Y | +39.6% | -3.3% | +42.9% | +32.8% |
| All | +39.6% | -2.4% | +41.9% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling