+2,761.7%
DUK vs COO
+5,381.5%
-2,619.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +1.9% | +0.5% | +1.5% | +1.9% |
| 30D | +8.9% | +14.2% | -5.3% | +8.2% |
| 3M | +5.6% | -18.2% | +23.8% | +6.4% |
| 6M | +7.0% | +5.3% | +1.6% | +6.6% |
| YTD | +14.0% | -23.6% | +37.6% | +15.2% |
| 1Y | +9.1% | -12.7% | +21.8% | +9.5% |
| 3Y | +67.6% | -24.2% | +91.8% | +68.7% |
| 5Y | +56.6% | -40.0% | +96.6% | +58.7% |
| 10Y | +159.8% | +41.6% | +118.2% | +155.5% |
| All | +2,761.7% | +5,381.5% | -2,619.8% | +2,594.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling