+50.5%
COP vs DUK
+1.9%
+48.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +8.6% | -2.4% | +11.1% | +9.0% |
| 3M | +19.9% | -3.0% | +22.9% | +20.5% |
| 6M | +19.0% | -6.6% | +25.6% | +20.4% |
| YTD | +50.0% | +4.6% | +45.4% | +50.8% |
| 1Y | +50.5% | +1.2% | +49.3% | +47.8% |
| All | +50.5% | +1.9% | +48.7% | +47.8% |
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 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