+6.8%
XLP vs DUK
+3.5%
+3.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -2.2% | +0.2% | -2.5% | -2.4% |
| 3M | -0.6% | -1.9% | +1.3% | +0.2% |
| 6M | -2.2% | -6.5% | +4.3% | +0.3% |
| YTD | +8.3% | +5.4% | +2.8% | +6.4% |
| All | +6.8% | +3.5% | +3.2% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling