+4,518.6%
COP vs DUK
+2,575.5%
+1,943.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | -0.8% | +0.7% | -1.6% | -1.1% |
| 30D | +15.6% | -2.0% | +17.6% | +16.3% |
| 3M | +14.3% | +0.2% | +14.1% | +14.1% |
| 6M | +17.0% | -6.9% | +23.9% | +19.8% |
| YTD | +47.4% | +6.1% | +41.3% | +43.8% |
| 1Y | +52.4% | +4.4% | +48.0% | +49.2% |
| 3Y | +20.8% | +49.1% | -28.3% | +2.0% |
| 5Y | +191.7% | +39.6% | +152.1% | +150.1% |
| 10Y | +325.1% | +125.1% | +199.9% | +201.2% |
| All | +4,518.6% | +2,575.5% | +1,943.2% | +1,393.2% |
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