+2,441.8%
DUK vs STRL
+12,054.0%
-9,612.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | -0.2% |
| 7D | -0.6% | +7.1% | -7.8% | -0.8% |
| 30D | +9.4% | -39.4% | +48.8% | +10.2% |
| 3M | +5.4% | -43.0% | +48.4% | +6.2% |
| 6M | +4.9% | -65.0% | +69.9% | +6.3% |
| YTD | +12.7% | -0.8% | +13.5% | +11.8% |
| 1Y | +7.8% | -20.3% | +28.1% | +7.2% |
| 3Y | +63.3% | +356.5% | -293.2% | +56.2% |
| 5Y | +54.2% | +952.8% | -898.6% | +44.7% |
| 10Y | +156.8% | +3,877.1% | -3,720.3% | +133.7% |
| All | +2,441.8% | +12,054.0% | -9,612.2% | +2,147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling