+316.6%
STLD vs DUOL
+10.8%
+305.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.6% |
| 7D | -4.7% | +22.4% | -27.1% | -6.5% |
| 30D | -0.9% | +4.5% | -5.5% | -1.6% |
| 3M | -11.9% | +14.2% | -26.1% | -13.4% |
| 6M | +0.9% | +45.1% | -44.2% | -3.6% |
| YTD | +40.4% | -10.7% | +51.2% | +40.1% |
| 1Y | +56.6% | -18.7% | +75.3% | +57.5% |
| 3Y | +125.5% | -25.9% | +151.4% | +122.8% |
| 5Y | +292.8% | +5.8% | +287.0% | +252.4% |
| All | +316.6% | +10.8% | +305.8% | +281.1% |
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 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