+644.6%
STM vs DUK
+129.3%
+515.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | -7.8% | -2.2% | -5.6% | -7.3% |
| 3M | -28.2% | -3.7% | -24.5% | -27.8% |
| 6M | +52.0% | -6.3% | +58.3% | +53.8% |
| YTD | +96.4% | +4.5% | +91.9% | +91.6% |
| 1Y | +98.8% | +1.8% | +97.0% | +95.3% |
| 3Y | +18.3% | +46.8% | -28.5% | -1.1% |
| 5Y | +17.7% | +40.2% | -22.5% | -0.8% |
| All | +644.6% | +129.3% | +515.2% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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