+126.0%
DUK vs STZ
-11.3%
+137.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -0.7% | -4.5% | +3.8% | +0.5% |
| 30D | -2.4% | -8.6% | +6.1% | -0.1% |
| 3M | -3.0% | -13.8% | +10.8% | +0.9% |
| 6M | -6.6% | -17.2% | +10.6% | -2.0% |
| YTD | +4.6% | -9.4% | +13.9% | +6.2% |
| 1Y | +1.2% | -11.9% | +13.1% | +3.3% |
| 3Y | +45.7% | -49.6% | +95.3% | +74.3% |
| 5Y | +40.3% | -37.2% | +77.5% | +53.8% |
| All | +126.0% | -11.3% | +137.4% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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