Oooh.. I guess I should have suspected that diminishing returns thing. Is it big? That is, how many du you have to have before it starts becoming a problem?
Also, where exactly did you say I could see it? What do you mean by strength?
In the military screen, where it displays the shock and fire values of your retinue's regiments, if you hover them, it will show what is modifying it, and among the factors, there will be the penalty from going over your limit. Unfortunately, I don't remember how many you could get, but it was clear in the tooltip.