+1,972.8%
STX vs DUK
+160.3%
+1,812.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | +14.6% | +1.9% | +12.7% | +14.2% |
| 30D | -26.0% | +8.9% | -34.8% | -27.3% |
| 3M | -42.6% | +5.6% | -48.2% | -43.3% |
| 6M | -35.3% | +7.0% | -42.2% | -36.6% |
| YTD | +92.5% | +14.0% | +78.4% | +84.4% |
| 1Y | +102.4% | +9.1% | +93.3% | +96.2% |
| 3Y | +673.8% | +67.6% | +606.2% | +536.1% |
| 5Y | +463.1% | +56.6% | +406.5% | +367.7% |
| All | +1,972.8% | +160.3% | +1,812.5% | +1,324.4% |
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