+411.2%
XLF vs DUK
+646.7%
-235.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.2% |
| 30D | -1.6% | -2.2% | +0.6% | -0.7% |
| 3M | +9.3% | -3.7% | +13.0% | +10.8% |
| 6M | +14.6% | -6.3% | +20.9% | +17.4% |
| YTD | +4.7% | +4.5% | +0.2% | +2.0% |
| 1Y | +8.6% | +1.8% | +6.8% | +6.8% |
| 3Y | +73.9% | +46.8% | +27.0% | +43.3% |
| 5Y | +65.0% | +40.2% | +24.8% | +37.2% |
| 10Y | +250.4% | +129.8% | +120.6% | +129.7% |
| All | +411.2% | +646.7% | -235.5% | +96.6% |
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