+169.4%
XLV vs DUK
+129.4%
+40.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -1.8% | -2.4% | +0.6% | -0.9% |
| 3M | +7.8% | -3.0% | +10.8% | +9.0% |
| 6M | +9.1% | -6.6% | +15.7% | +11.9% |
| YTD | +7.7% | +4.6% | +3.2% | +5.4% |
| 1Y | +20.4% | +1.2% | +19.2% | +19.2% |
| 3Y | +30.8% | +45.7% | -14.9% | +9.8% |
| 5Y | +34.6% | +40.3% | -5.7% | +13.9% |
| All | +169.4% | +129.4% | +40.0% | +93.8% |
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