+1,047.3%
XLE vs DUK
+708.0%
+339.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +5.4% | +1.1% | +4.3% | +4.9% |
| 30D | -3.9% | +8.0% | -11.9% | -7.2% |
| 3M | +7.0% | +4.7% | +2.4% | +4.7% |
| 6M | +14.2% | +6.1% | +8.1% | +10.8% |
| YTD | +48.2% | +13.1% | +35.1% | +39.7% |
| 1Y | +47.7% | +8.2% | +39.5% | +41.8% |
| 3Y | +70.0% | +66.2% | +3.8% | +33.1% |
| 5Y | +169.1% | +55.3% | +113.9% | +114.2% |
| 10Y | +180.7% | +157.6% | +23.1% | +75.9% |
| All | +1,047.3% | +708.0% | +339.3% | +347.9% |
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