+1,475.9%
XLK vs DUK
+647.1%
+828.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | -0.6% | -2.4% | +1.8% | 0.0% |
| 3M | +2.6% | -3.0% | +5.6% | +3.1% |
| 6M | +34.0% | -6.6% | +40.5% | +35.8% |
| YTD | +30.7% | +4.6% | +26.1% | +27.9% |
| 1Y | +39.2% | +1.2% | +38.0% | +37.3% |
| 3Y | +120.4% | +45.7% | +74.8% | +90.7% |
| 5Y | +148.8% | +40.3% | +108.5% | +116.2% |
| 10Y | +803.3% | +129.9% | +673.4% | +563.2% |
| All | +1,475.9% | +647.1% | +828.8% | +777.8% |
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