+293.4%
STLD vs DUOL
-10.4%
+303.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | +2.7% | -7.8% | +10.5% | +3.4% |
| 30D | -8.4% | +11.8% | -20.3% | -9.6% |
| 3M | -9.9% | +24.1% | -34.0% | -12.2% |
| 6M | +33.0% | +43.6% | -10.6% | +27.0% |
| YTD | +42.6% | -16.6% | +59.2% | +43.7% |
| 1Y | +80.8% | -46.0% | +126.8% | +89.8% |
| 3Y | +143.4% | -6.5% | +149.9% | +133.9% |
| 5Y | +293.4% | -7.4% | +300.8% | +256.1% |
| All | +293.4% | -10.4% | +303.8% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DUOL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling