+126.0%
DUK vs COO
+17.0%
+109.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.7% | -22.5% | +21.9% | +5.0% |
| 30D | -2.4% | -29.7% | +27.3% | +5.5% |
| 3M | -3.0% | -20.1% | +17.1% | +1.6% |
| 6M | -6.6% | -26.9% | +20.4% | -0.3% |
| YTD | +4.6% | -34.2% | +38.8% | +14.3% |
| 1Y | +1.2% | -21.3% | +22.5% | +5.4% |
| 3Y | +45.7% | -38.7% | +84.3% | +57.5% |
| 5Y | +40.3% | -52.2% | +92.5% | +60.5% |
| All | +126.0% | +17.0% | +109.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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