+1,125.4%
STX vs DUK
+39.5%
+1,085.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -2.1% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | +10.6% | +0.2% | +10.4% | +10.7% |
| 3M | +4.8% | -1.9% | +6.7% | +4.5% |
| 6M | +137.3% | -6.5% | +143.8% | +136.8% |
| YTD | +222.5% | +5.4% | +217.1% | +220.7% |
| 1Y | +366.2% | +3.6% | +362.7% | +363.2% |
| 3Y | +1,352.9% | +48.1% | +1,304.8% | +1,241.4% |
| All | +1,125.4% | +39.5% | +1,085.9% | +1,029.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling