+52.6%
XOM vs DUK
+7.9%
+44.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.0% |
| 7D | -7.0% | +4.9% | -11.9% | -7.8% |
| 30D | +3.2% | +13.8% | -10.6% | +0.6% |
| 3M | +10.7% | +5.2% | +5.5% | +9.5% |
| 6M | +11.6% | +3.5% | +8.1% | +11.4% |
| YTD | +43.5% | +13.5% | +30.0% | +39.1% |
| 1Y | +52.6% | +8.3% | +44.3% | +46.7% |
| All | +52.6% | +7.9% | +44.7% | +46.7% |
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