+508.9%
XLP vs DUK
+652.1%
-143.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -1.7% | +0.8% | -0.4% |
| 3M | +3.8% | -0.4% | +4.3% | +3.9% |
| 6M | -1.7% | -7.2% | +5.5% | +0.5% |
| YTD | +10.3% | +5.3% | +5.0% | +8.4% |
| 1Y | +7.8% | +3.0% | +4.8% | +6.7% |
| 3Y | +27.2% | +53.1% | -25.9% | +11.1% |
| 5Y | +32.5% | +37.9% | -5.4% | +19.0% |
| 10Y | +101.8% | +124.8% | -23.0% | +56.8% |
| All | +508.9% | +652.1% | -143.1% | +225.3% |
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 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