+390.4%
DDOG vs STLD
+779.8%
-389.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.6% |
| 7D | +2.9% | +2.9% | -0.1% | +2.2% |
| 30D | -31.6% | -5.6% | -26.1% | -30.6% |
| 3M | -27.0% | -11.7% | -15.3% | -25.1% |
| 6M | -10.3% | -2.8% | -7.5% | -10.2% |
| YTD | +35.4% | +36.4% | -1.0% | +23.6% |
| 1Y | -1.0% | +50.0% | -51.0% | -11.8% |
| 3Y | +76.7% | +122.3% | -45.7% | +39.6% |
| 5Y | -4.6% | +273.2% | -277.8% | -33.8% |
| All | +390.4% | +779.8% | -389.4% | +165.7% |
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