+39.6%
DUK vs STLD
+291.8%
-252.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | +0.7% | +2.7% | -2.0% | +0.7% |
| 30D | -2.0% | -8.4% | +6.4% | -1.9% |
| 3M | +0.2% | -9.9% | +10.1% | +0.4% |
| 6M | -6.9% | +33.0% | -39.9% | -7.6% |
| YTD | +6.1% | +42.6% | -36.4% | +5.1% |
| 1Y | +4.4% | +80.8% | -76.3% | +2.7% |
| 3Y | +49.1% | +143.4% | -94.3% | +43.3% |
| 5Y | +39.6% | +293.4% | -253.9% | +28.2% |
| All | +39.6% | +291.8% | -252.2% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling