+227.7%
XLE vs DUK
+38.9%
+188.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +8.5% | +0.2% | +8.3% | +8.4% |
| 3M | +14.6% | -1.9% | +16.5% | +15.0% |
| 6M | +17.6% | -6.5% | +24.1% | +19.3% |
| YTD | +48.1% | +5.4% | +42.7% | +46.0% |
| 1Y | +53.8% | +3.6% | +50.2% | +52.0% |
| 3Y | +56.2% | +48.1% | +8.1% | +37.9% |
| 5Y | +227.7% | +39.6% | +188.2% | +198.1% |
| All | +227.7% | +38.9% | +188.8% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling