+323.6%
STLD vs DUOL
-1.5%
+325.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +0.6% |
| 7D | -2.8% | -11.8% | +9.0% | -1.7% |
| 30D | -10.4% | +1.5% | -11.9% | -10.7% |
| 3M | -10.6% | +18.1% | -28.7% | -12.5% |
| 6M | +32.7% | +38.7% | -6.0% | +27.2% |
| YTD | +42.8% | -20.7% | +63.5% | +44.5% |
| 1Y | +86.9% | -49.1% | +136.0% | +97.1% |
| 3Y | +143.8% | -11.0% | +154.8% | +136.1% |
| 5Y | +293.5% | -18.0% | +311.5% | +258.9% |
| All | +323.6% | -1.5% | +325.1% | +293.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling