+45.6%
DUK vs STLA
-66.9%
+112.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.7% | -3.8% | +2.2% | -1.7% |
| 30D | -2.2% | -3.1% | +0.9% | -2.3% |
| 3M | -3.7% | -19.6% | +15.9% | -3.8% |
| 6M | -6.3% | -23.5% | +17.1% | -6.5% |
| YTD | +4.5% | -51.5% | +56.0% | +4.3% |
| 1Y | +1.8% | -39.7% | +41.5% | +1.5% |
| All | +45.6% | -66.9% | +112.5% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling