+8.3%
DUK vs STLA
-53.0%
+61.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +2.5% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | +13.8% | +3.6% | +10.3% | +13.9% |
| 3M | +5.2% | -20.6% | +25.8% | +4.8% |
| 6M | +3.5% | -34.3% | +37.8% | +2.8% |
| YTD | +13.5% | -57.3% | +70.8% | +12.0% |
| 1Y | +8.3% | -52.6% | +61.0% | +7.5% |
| All | +8.3% | -53.0% | +61.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling