+50.7%
XLE vs DUK
+1.9%
+48.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +6.7% | -2.4% | +9.2% | +7.1% |
| 3M | +14.9% | -3.0% | +17.9% | +15.4% |
| 6M | +15.9% | -6.6% | +22.4% | +17.3% |
| YTD | +47.7% | +4.6% | +43.2% | +47.7% |
| 1Y | +50.7% | +1.2% | +49.5% | +49.3% |
| All | +50.7% | +1.9% | +48.9% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling