+4.8%
DASH vs STLD
+565.3%
-560.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.4% | +9.1% |
| 7D | +17.2% | -3.9% | +21.1% | +18.3% |
| 30D | +3.6% | -0.4% | +3.9% | +3.5% |
| 3M | -1.9% | -9.2% | +7.3% | +0.1% |
| 6M | +15.1% | +5.0% | +10.1% | +11.5% |
| YTD | -12.3% | +42.8% | -55.1% | -23.0% |
| 1Y | -17.2% | +60.1% | -77.3% | -29.9% |
| 3Y | +114.7% | +123.5% | -8.7% | +60.6% |
| 5Y | -4.3% | +302.0% | -306.3% | -39.4% |
| All | +4.8% | +565.3% | -560.5% | -32.8% |
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