+495.0%
DUK vs XRT
+514.3%
-19.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | -1.7% | -4.2% | +2.5% | -0.6% |
| 3M | -0.4% | +5.1% | -5.5% | -1.9% |
| 6M | -7.2% | +2.4% | -9.7% | -8.1% |
| YTD | +5.3% | +3.2% | +2.1% | +4.0% |
| 1Y | +3.0% | +1.5% | +1.4% | +1.9% |
| 3Y | +53.1% | +40.6% | +12.5% | +36.2% |
| 5Y | +37.9% | -1.0% | +38.9% | +32.1% |
| 10Y | +124.8% | +128.4% | -3.6% | +53.0% |
| All | +495.0% | +514.3% | -19.3% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling