+40.9%
DUK vs XYL
-16.2%
+57.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | -2.4% | -11.9% | +9.5% | -0.5% |
| 3M | -3.0% | -1.5% | -1.5% | -2.9% |
| 6M | -6.6% | -11.9% | +5.4% | -4.9% |
| YTD | +4.6% | -20.6% | +25.1% | +8.0% |
| 1Y | +1.2% | -23.5% | +24.7% | +5.1% |
| 3Y | +45.7% | +14.9% | +30.8% | +35.8% |
| All | +40.9% | -16.2% | +57.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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