+1.2%
DUK vs STT
+78.9%
-77.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.2% |
| 7D | -0.7% | -0.4% | -0.2% | -0.7% |
| 30D | -2.4% | +1.7% | -4.2% | -2.2% |
| 3M | -3.0% | +17.9% | -20.9% | -0.8% |
| 6M | -6.6% | +55.3% | -61.8% | -1.0% |
| YTD | +4.6% | +52.7% | -48.1% | +10.6% |
| 1Y | +1.2% | +75.7% | -74.4% | +7.9% |
| All | +1.2% | +78.9% | -77.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling