+1,024.7%
XLE vs DUK
+652.1%
+372.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -1.7% | +13.5% | +12.5% |
| 3M | +9.8% | -0.4% | +10.3% | +9.7% |
| 6M | +15.6% | -7.2% | +22.8% | +18.9% |
| YTD | +45.3% | +5.3% | +40.0% | +41.5% |
| 1Y | +48.3% | +3.0% | +45.4% | +45.5% |
| 3Y | +55.4% | +53.1% | +2.4% | +26.1% |
| 5Y | +216.1% | +37.9% | +178.2% | +165.1% |
| 10Y | +178.4% | +124.8% | +53.6% | +85.1% |
| All | +1,024.7% | +652.1% | +372.7% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling