+40.5%
DUK vs STRL
+2,134.0%
-2,093.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.9% |
| 7D | +0.7% | +10.1% | -9.4% | +0.7% |
| 30D | -2.0% | -8.2% | +6.2% | -2.0% |
| 3M | +0.2% | -43.7% | +43.9% | +0.3% |
| 6M | -6.9% | +27.1% | -34.0% | -7.8% |
| YTD | +6.1% | +64.0% | -57.8% | +4.8% |
| 1Y | +4.4% | +75.2% | -70.7% | +2.7% |
| 3Y | +49.1% | +539.9% | -490.8% | +36.7% |
| All | +40.5% | +2,134.0% | -2,093.5% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling