-6.6%
DUK vs STLA
-22.4%
+15.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | +0.2% |
| 7D | -0.7% | -2.9% | +2.2% | -0.9% |
| 30D | -2.4% | +0.9% | -3.4% | -2.3% |
| 3M | -3.0% | -21.6% | +18.6% | -4.3% |
| 6M | -6.6% | -21.6% | +15.1% | -8.5% |
| All | -6.6% | -22.4% | +15.9% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling