+2,273.0%
DUK vs STRL
+19,359.6%
-17,086.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.1% |
| 7D | 0.0% | +3.4% | -3.4% | -0.1% |
| 30D | -1.7% | -9.2% | +7.6% | -1.5% |
| 3M | -0.4% | -51.0% | +50.6% | +0.6% |
| 6M | -7.2% | +15.8% | -23.0% | -8.0% |
| YTD | +5.3% | +58.9% | -53.6% | +3.7% |
| 1Y | +3.0% | +68.5% | -65.6% | +1.2% |
| 3Y | +53.1% | +485.2% | -432.2% | +46.1% |
| 5Y | +37.9% | +2,005.1% | -1,967.2% | +28.1% |
| 10Y | +124.8% | +7,118.0% | -6,993.1% | +102.9% |
| All | +2,273.0% | +19,359.6% | -17,086.6% | +1,985.2% |
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