+42.0%
XLP vs DUK
+52.1%
-10.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +10.3% | +10.6% | -0.4% | +5.5% |
| 3M | +6.5% | +4.0% | +2.5% | +4.6% |
| 6M | +8.4% | +3.6% | +4.8% | +6.6% |
| YTD | +18.2% | +11.9% | +6.3% | +12.4% |
| 1Y | +22.4% | +6.7% | +15.8% | +18.7% |
| 3Y | +41.9% | +59.4% | -17.5% | +14.3% |
| All | +42.0% | +52.1% | -10.1% | +15.3% |
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