+176.9%
XLE vs DUK
+129.3%
+47.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +0.5% | -1.7% | +2.2% | +1.2% |
| 30D | +6.6% | -2.2% | +8.8% | +7.6% |
| 3M | +12.3% | -3.7% | +16.0% | +13.8% |
| 6M | +18.4% | -6.3% | +24.7% | +21.3% |
| YTD | +47.2% | +4.5% | +42.7% | +43.8% |
| 1Y | +50.3% | +1.8% | +48.5% | +48.1% |
| 3Y | +55.3% | +46.8% | +8.5% | +26.9% |
| 5Y | +226.0% | +40.2% | +185.7% | +168.1% |
| All | +176.9% | +129.3% | +47.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 10y: compounded portfolio wealth divided by compounded DUK 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…
10y analysis · Full analysis span regression · 6 months rolling