+46.9%
DUK vs COO
-27.8%
+74.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.6% | -0.1% |
| 7D | -0.1% | -9.0% | +8.9% | +0.8% |
| 30D | +0.2% | -16.8% | +17.1% | +2.0% |
| 3M | -1.9% | -7.5% | +5.6% | -1.2% |
| 6M | -6.5% | -16.3% | +9.8% | -5.3% |
| YTD | +5.4% | -22.5% | +28.0% | +7.5% |
| 1Y | +3.6% | -7.0% | +10.5% | +3.6% |
| All | +46.9% | -27.8% | +74.7% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling