-9.4%
DASH vs STLD
+268.5%
-277.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.6% | -1.8% | -7.1% |
| 7D | +0.5% | -12.5% | +13.0% | +4.6% |
| 30D | -7.1% | -6.8% | -0.2% | -5.1% |
| 3M | -13.2% | -16.4% | +3.2% | -8.9% |
| 6M | +8.3% | -6.1% | +14.4% | +8.2% |
| YTD | -20.6% | +32.0% | -52.5% | -30.3% |
| 1Y | -24.4% | +45.5% | -69.9% | -36.1% |
| 3Y | +94.5% | +106.5% | -12.0% | +39.4% |
| 5Y | -9.4% | +267.2% | -276.6% | -52.5% |
| All | -9.4% | +268.5% | -277.9% | -52.5% |
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