+145.3%
DAL vs STLD
+1,105.0%
-959.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +0.1% | +3.1% | -3.0% | -1.3% |
| 30D | -13.9% | -9.0% | -4.9% | -10.5% |
| 3M | +1.1% | -12.4% | +13.4% | +6.3% |
| 6M | +26.2% | +25.5% | +0.7% | +12.1% |
| YTD | +16.4% | +43.6% | -27.2% | -3.4% |
| 1Y | +33.9% | +87.2% | -53.3% | -2.0% |
| 3Y | +93.4% | +135.2% | -41.9% | +25.0% |
| 5Y | +106.4% | +290.9% | -184.5% | -0.5% |
| All | +145.3% | +1,105.0% | -959.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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