+160.4%
DUK vs STRL
+3,697.3%
-3,536.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | +1.1% | +15.7% | -14.6% | +0.5% |
| 30D | +8.0% | -35.5% | +43.4% | +9.5% |
| 3M | +4.7% | -47.1% | +51.8% | +7.0% |
| 6M | +6.1% | -65.8% | +71.8% | +10.0% |
| YTD | +13.1% | -4.5% | +17.6% | +9.2% |
| 1Y | +8.2% | -10.5% | +18.6% | +4.7% |
| 3Y | +66.2% | +340.6% | -274.4% | +36.3% |
| 5Y | +55.3% | +911.0% | -855.8% | +14.5% |
| All | +160.4% | +3,697.3% | -3,536.9% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling