+160.4%
DUK vs STLD
+761.4%
-601.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.7% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | +8.0% | -5.6% | +13.5% | +8.3% |
| 3M | +4.7% | -11.7% | +16.4% | +5.5% |
| 6M | +6.1% | -2.8% | +8.8% | +5.9% |
| YTD | +13.1% | +36.4% | -23.4% | +9.6% |
| 1Y | +8.2% | +50.0% | -41.8% | +4.0% |
| 3Y | +66.2% | +122.3% | -56.1% | +51.8% |
| 5Y | +55.3% | +273.2% | -217.9% | +30.8% |
| All | +160.4% | +761.4% | -601.0% | +85.4% |
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