+24.9%
COP vs DUK
+47.1%
-22.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +1.0% | -1.7% | +2.6% | +1.2% |
| 30D | +9.6% | -2.2% | +11.8% | +9.9% |
| 3M | +15.0% | -3.7% | +18.7% | +15.6% |
| 6M | +21.8% | -6.3% | +28.1% | +22.7% |
| YTD | +49.6% | +4.5% | +45.1% | +48.9% |
| 1Y | +49.9% | +1.8% | +48.1% | +49.3% |
| All | +24.9% | +47.1% | -22.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling