+39.6%
DUK vs STT
+158.4%
-118.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | +0.2% | +2.8% | -2.5% | 0.0% |
| 3M | -1.9% | +18.1% | -20.0% | -3.7% |
| 6M | -6.5% | +59.2% | -65.7% | -11.3% |
| YTD | +5.4% | +51.5% | -46.0% | +0.4% |
| 1Y | +3.6% | +75.7% | -72.1% | -3.4% |
| 3Y | +48.1% | +200.8% | -152.6% | +26.6% |
| 5Y | +39.6% | +155.8% | -116.2% | +17.7% |
| All | +39.6% | +158.4% | -118.8% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling