+1,106.7%
XLY vs DUK
+647.1%
+459.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -4.2% | -2.4% | -1.7% | -3.5% |
| 3M | -2.7% | -3.0% | +0.3% | -2.0% |
| 6M | -0.6% | -6.6% | +5.9% | +1.1% |
| YTD | -5.0% | +4.6% | -9.6% | -6.8% |
| 1Y | -4.1% | +1.2% | -5.3% | -5.1% |
| 3Y | +33.6% | +45.7% | -12.1% | +16.0% |
| 5Y | +28.7% | +40.3% | -11.6% | +12.2% |
| 10Y | +219.6% | +129.9% | +89.7% | +133.1% |
| All | +1,106.7% | +647.1% | +459.7% | +480.0% |
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