+3,343.4%
STX vs DUK
+129.4%
+3,214.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -5.5% | -2.4% | -3.0% | -5.0% |
| 3M | -4.3% | -3.0% | -1.3% | -4.1% |
| 6M | +115.6% | -6.6% | +122.2% | +117.4% |
| YTD | +202.2% | +4.6% | +197.6% | +195.0% |
| 1Y | +325.3% | +1.2% | +324.1% | +317.6% |
| 3Y | +1,283.9% | +45.7% | +1,238.2% | +1,080.2% |
| 5Y | +1,048.3% | +40.3% | +1,008.0% | +879.5% |
| All | +3,343.4% | +129.4% | +3,214.0% | +2,341.4% |
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