+326.0%
STLD vs DUOL
+9.2%
+316.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.4% |
| 7D | +3.1% | +5.1% | -1.9% | +2.7% |
| 30D | -9.0% | +14.1% | -23.1% | -10.3% |
| 3M | -12.4% | +41.5% | -53.9% | -15.6% |
| 6M | +25.5% | +60.6% | -35.1% | +18.7% |
| YTD | +43.6% | -12.0% | +55.6% | +44.0% |
| 1Y | +87.2% | -43.4% | +130.5% | +95.5% |
| 3Y | +135.2% | +3.7% | +131.5% | +124.5% |
| 5Y | +290.9% | -5.3% | +296.1% | +254.1% |
| All | +326.0% | +9.2% | +316.8% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling