+606.1%
COST vs DUK
+129.4%
+476.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -4.7% | -2.4% | -2.3% | -3.9% |
| 3M | -7.1% | -3.0% | -4.1% | -6.2% |
| 6M | -8.5% | -6.6% | -2.0% | -6.5% |
| YTD | +5.4% | +4.6% | +0.8% | +3.7% |
| 1Y | -5.6% | +1.2% | -6.9% | -6.2% |
| 3Y | +68.5% | +45.7% | +22.8% | +45.9% |
| 5Y | +105.2% | +40.3% | +64.9% | +79.5% |
| All | +606.1% | +129.4% | +476.6% | +445.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling