+102.9%
XLP vs DUK
+126.2%
-23.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.8% |
| 30D | -1.3% | -2.0% | +0.7% | -0.4% |
| 3M | +1.8% | +0.2% | +1.6% | +1.7% |
| 6M | -0.8% | -6.9% | +6.1% | +2.4% |
| YTD | +9.5% | +6.1% | +3.4% | +6.2% |
| 1Y | +7.2% | +4.4% | +2.7% | +4.6% |
| 3Y | +27.1% | +49.1% | -22.0% | +3.6% |
| 5Y | +32.0% | +39.6% | -7.5% | +10.1% |
| 10Y | +102.9% | +125.1% | -22.2% | +34.7% |
| All | +102.9% | +126.2% | -23.3% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling