+125.9%
DUK vs STT
+267.9%
-141.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -2.2% | +2.2% | -4.4% | -2.6% |
| 3M | -3.7% | +18.8% | -22.5% | -6.5% |
| 6M | -6.3% | +57.9% | -64.3% | -13.5% |
| YTD | +4.5% | +51.0% | -46.5% | -3.0% |
| 1Y | +1.8% | +77.1% | -75.3% | -8.3% |
| 3Y | +46.8% | +199.8% | -153.0% | +18.6% |
| 5Y | +40.2% | +156.0% | -115.7% | +13.7% |
| All | +125.9% | +267.9% | -141.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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