+325.3%
STX vs DUK
+1.9%
+323.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.8% | -3.7% |
| 7D | -2.3% | -0.7% | -1.6% | -3.1% |
| 30D | -5.5% | -2.4% | -3.0% | -8.1% |
| 3M | -4.3% | -3.0% | -1.3% | -6.8% |
| 6M | +115.6% | -6.6% | +122.2% | +105.0% |
| YTD | +202.2% | +4.6% | +197.6% | +221.2% |
| 1Y | +325.3% | +1.2% | +324.1% | +344.8% |
| All | +325.3% | +1.9% | +323.4% | +344.8% |
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