+394.1%
DUK vs COPX
+179.5%
+214.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -2.3% | +1.7% | -0.4% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | -3.0% | +6.8% | -9.8% | -4.0% |
| 6M | -6.6% | +7.9% | -14.5% | -8.1% |
| YTD | +4.6% | +23.7% | -19.2% | +0.8% |
| 1Y | +1.2% | +71.5% | -70.3% | -6.4% |
| 3Y | +45.7% | +149.1% | -103.4% | +26.4% |
| 5Y | +40.3% | +167.3% | -127.0% | +18.6% |
| 10Y | +129.9% | +568.5% | -438.6% | +58.9% |
| All | +394.1% | +179.5% | +214.6% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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