+3.0%
DUK vs STRL
+76.3%
-73.3%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -0.8% |
| 7D | 0.0% | +3.4% | -3.4% | +0.1% |
| 30D | -1.7% | -9.2% | +7.6% | -1.9% |
| 3M | -0.4% | -51.0% | +50.6% | -1.7% |
| 6M | -7.2% | +15.8% | -23.0% | -7.4% |
| YTD | +5.3% | +58.9% | -53.6% | +6.2% |
| 1Y | +3.0% | +68.5% | -65.6% | +3.4% |
| All | +3.0% | +76.3% | -73.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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