+986.7%
DUK vs STLD
+8,684.3%
-7,697.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | 0.0% | +3.1% | -3.2% | -0.3% |
| 30D | -1.7% | -9.0% | +7.3% | -0.9% |
| 3M | -0.4% | -12.4% | +11.9% | +0.5% |
| 6M | -7.2% | +25.5% | -32.7% | -9.5% |
| YTD | +5.3% | +43.6% | -38.4% | +1.3% |
| 1Y | +3.0% | +87.2% | -84.2% | -3.5% |
| 3Y | +53.1% | +135.2% | -82.2% | +38.7% |
| 5Y | +37.9% | +290.9% | -252.9% | +16.9% |
| 10Y | +124.8% | +1,113.5% | -988.6% | +64.1% |
| All | +986.7% | +8,684.3% | -7,697.6% | +503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling