+16,011.1%
STX vs DUK
+990.5%
+15,020.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +1.4% | -1.7% | +3.1% | +1.9% |
| 3M | -8.2% | -0.4% | -7.8% | -8.9% |
| 6M | +127.0% | -7.2% | +134.3% | +130.4% |
| YTD | +209.1% | +5.3% | +203.9% | +199.1% |
| 1Y | +365.4% | +3.0% | +362.5% | +352.0% |
| 3Y | +1,135.4% | +53.1% | +1,082.3% | +905.9% |
| 5Y | +991.5% | +37.9% | +953.6% | +814.1% |
| 10Y | +3,695.8% | +124.8% | +3,571.0% | +2,406.6% |
| All | +16,011.1% | +990.5% | +15,020.6% | +6,101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling