+81.8%
XLI vs DUK
+39.2%
+42.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -7.3% | -2.4% | -4.8% | -6.7% |
| 3M | -1.3% | -3.0% | +1.7% | -0.8% |
| 6M | +2.2% | -6.6% | +8.8% | +3.8% |
| YTD | +11.7% | +4.6% | +7.2% | +9.8% |
| 1Y | +14.3% | +1.2% | +13.0% | +13.2% |
| 3Y | +70.3% | +45.7% | +24.7% | +45.8% |
| All | +81.8% | +39.2% | +42.6% | +57.1% |
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