+279.1%
DUK vs XYL
+459.9%
-180.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -0.1% | +0.8% | -1.0% | -0.3% |
| 30D | +0.2% | -10.8% | +11.1% | +2.8% |
| 3M | -1.9% | -2.5% | +0.7% | -1.5% |
| 6M | -6.5% | -12.2% | +5.7% | -4.1% |
| YTD | +5.4% | -20.1% | +25.5% | +10.1% |
| 1Y | +3.6% | -20.6% | +24.2% | +8.1% |
| 3Y | +48.1% | +17.3% | +30.8% | +38.4% |
| 5Y | +39.6% | -14.5% | +54.1% | +38.7% |
| 10Y | +131.8% | +150.2% | -18.4% | +83.4% |
| All | +279.1% | +459.9% | -180.8% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling