+47.9%
DUK vs STLD
+143.2%
-95.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | 0.0% | +3.1% | -3.2% | +0.1% |
| 30D | -1.7% | -9.0% | +7.3% | -1.9% |
| 3M | -0.4% | -12.4% | +11.9% | -0.8% |
| 6M | -7.2% | +25.5% | -32.7% | -6.6% |
| YTD | +5.3% | +43.6% | -38.4% | +6.4% |
| 1Y | +3.0% | +87.2% | -84.2% | +4.7% |
| All | +47.9% | +143.2% | -95.3% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling