+169.8%
DUK vs XYZ
+606.0%
-436.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.7% | -5.2% | +3.5% | -1.4% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | -3.7% | +18.7% | -22.4% | -4.6% |
| 6M | -6.3% | +20.5% | -26.9% | -7.5% |
| YTD | +4.5% | +21.5% | -17.0% | +3.0% |
| 1Y | +1.8% | +7.2% | -5.4% | +0.9% |
| 3Y | +46.8% | +49.0% | -2.1% | +39.8% |
| 5Y | +40.2% | -68.1% | +108.3% | +43.9% |
| 10Y | +129.8% | +601.6% | -471.8% | +89.5% |
| All | +169.8% | +606.0% | -436.2% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling