+122.3%
STLD vs DUOL
-20.2%
+142.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.3% | -3.6% |
| 7D | +2.9% | +3.0% | -0.1% | +2.7% |
| 30D | -5.6% | +18.3% | -23.9% | -6.8% |
| 3M | -11.7% | +14.7% | -26.4% | -12.9% |
| 6M | -2.8% | +57.5% | -60.2% | -7.3% |
| YTD | +36.4% | -5.8% | +42.3% | +37.2% |
| 1Y | +50.0% | -11.4% | +61.4% | +51.7% |
| 3Y | +122.3% | -22.5% | +144.8% | +119.2% |
| All | +122.3% | -20.2% | +142.5% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling