+2,037.8%
STM vs DUK
+1,415.0%
+622.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.1% |
| 7D | +12.0% | +1.9% | +10.1% | +11.3% |
| 30D | -0.4% | +8.9% | -9.2% | -3.5% |
| 3M | -13.2% | +5.6% | -18.7% | -15.2% |
| 6M | -26.1% | +7.0% | -33.0% | -28.6% |
| YTD | +81.2% | +14.0% | +67.1% | +70.7% |
| 1Y | +98.3% | +9.1% | +89.2% | +89.5% |
| 3Y | +16.7% | +67.6% | -50.9% | -6.6% |
| 5Y | -4.8% | +56.6% | -61.4% | -22.6% |
| 10Y | +468.8% | +159.8% | +309.0% | +275.2% |
| All | +2,037.8% | +1,415.0% | +622.8% | +765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling