+136.2%
XLP vs DUK
+157.0%
-20.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | -1.1% | +0.9% | +0.3% |
| 30D | +8.2% | +8.8% | -0.6% | +4.0% |
| 3M | +7.7% | +5.0% | +2.7% | +5.2% |
| 6M | +9.3% | +4.6% | +4.7% | +6.9% |
| YTD | +19.5% | +12.6% | +6.9% | +12.7% |
| 1Y | +21.0% | +7.4% | +13.6% | +16.6% |
| 3Y | +43.2% | +63.1% | -19.9% | +12.0% |
| 5Y | +42.7% | +54.6% | -11.9% | +13.4% |
| All | +136.2% | +157.0% | -20.8% | +49.2% |
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