+40.9%
DUK vs XYZ
-68.2%
+109.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | -0.6% |
| 30D | -2.4% | +1.2% | -3.6% | -2.5% |
| 3M | -3.0% | +14.6% | -17.6% | -3.3% |
| 6M | -6.6% | +22.6% | -29.1% | -7.0% |
| YTD | +4.6% | +21.7% | -17.1% | +4.0% |
| 1Y | +1.2% | +6.7% | -5.5% | +1.0% |
| 3Y | +45.7% | +46.8% | -1.2% | +42.0% |
| All | +40.9% | -68.2% | +109.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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