+7.4%
DASH vs STLD
+292.4%
-285.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.2% |
| 7D | -10.6% | +3.1% | -13.7% | -11.4% |
| 30D | +2.2% | -9.0% | +11.1% | +4.7% |
| 3M | +32.3% | -12.4% | +44.6% | +36.3% |
| 6M | +19.1% | +25.5% | -6.4% | +8.1% |
| YTD | -6.5% | +43.6% | -50.1% | -19.5% |
| 1Y | -14.9% | +87.2% | -102.1% | -33.5% |
| 3Y | +151.9% | +135.2% | +16.7% | +75.7% |
| All | +7.4% | +292.4% | -285.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling