+157.4%
DUK vs STLD
+804.7%
-647.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.4% |
| 7D | +1.9% | -4.7% | +6.6% | +2.2% |
| 30D | +10.5% | -0.9% | +11.5% | +10.5% |
| 3M | +7.3% | -11.9% | +19.2% | +8.2% |
| 6M | +5.7% | +0.9% | +4.8% | +5.2% |
| YTD | +12.9% | +40.4% | -27.5% | +9.2% |
| 1Y | +8.6% | +56.6% | -48.0% | +4.0% |
| 3Y | +63.5% | +125.5% | -61.9% | +49.4% |
| 5Y | +52.4% | +292.8% | -240.5% | +27.8% |
| 10Y | +157.4% | +787.1% | -629.6% | +84.1% |
| All | +157.4% | +804.7% | -647.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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