+11,570.3%
COST vs DUK
+2,534.2%
+9,036.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | -4.4% | -2.2% | -2.2% | -3.7% |
| 3M | -8.1% | -3.7% | -4.4% | -7.0% |
| 6M | -9.2% | -6.3% | -2.9% | -7.4% |
| YTD | +5.1% | +4.5% | +0.6% | +3.4% |
| 1Y | -5.1% | +1.8% | -6.9% | -5.9% |
| 3Y | +70.4% | +46.8% | +23.5% | +48.1% |
| 5Y | +104.7% | +40.2% | +64.5% | +79.8% |
| 10Y | +608.8% | +129.8% | +479.0% | +415.8% |
| All | +11,570.3% | +2,534.2% | +9,036.1% | +2,496.0% |
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