+2,016.3%
STM vs DUK
+1,397.7%
+618.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -0.6% | +2.1% | +1.6% |
| 30D | -8.4% | +9.4% | -17.8% | -11.5% |
| 3M | -15.8% | +5.4% | -21.3% | -17.7% |
| 6M | -22.8% | +4.9% | -27.7% | -25.0% |
| YTD | +79.4% | +12.7% | +66.6% | +69.6% |
| 1Y | +97.0% | +7.8% | +89.2% | +89.0% |
| 3Y | +14.2% | +63.3% | -49.1% | -7.8% |
| 5Y | -4.5% | +54.2% | -58.7% | -21.9% |
| 10Y | +463.1% | +156.8% | +306.3% | +272.8% |
| All | +2,016.3% | +1,397.7% | +618.6% | +760.1% |
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