+392.2%
DAL vs STLD
+1,411.6%
-1,019.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +8.8% | -11.1% | +19.9% | +13.7% |
| 30D | +5.4% | -4.8% | +10.2% | +7.1% |
| 3M | -4.9% | -14.6% | +9.6% | +0.2% |
| 6M | +19.8% | -7.4% | +27.2% | +21.7% |
| YTD | +27.0% | +32.6% | -5.6% | +11.6% |
| 1Y | +52.5% | +47.3% | +5.1% | +28.6% |
| 3Y | +173.8% | +107.5% | +66.3% | +99.5% |
| 5Y | +104.5% | +268.8% | -164.3% | +15.2% |
| 10Y | +129.7% | +883.3% | -753.6% | -16.1% |
| All | +392.2% | +1,411.6% | -1,019.4% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling