+123.8%
STX vs DUK
+7.9%
+115.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.6% | -4.8% |
| 7D | -20.2% | +4.9% | -25.1% | -14.6% |
| 30D | -37.2% | +13.8% | -51.0% | -25.0% |
| 3M | -34.1% | +5.2% | -39.2% | -27.8% |
| 6M | -24.5% | +3.5% | -27.9% | -16.8% |
| YTD | +102.9% | +13.5% | +89.5% | +134.9% |
| 1Y | +123.8% | +8.3% | +115.5% | +169.5% |
| All | +123.8% | +7.9% | +115.9% | +169.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling