+378.3%
DDOG vs STLD
+772.7%
-394.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -16.9% | -9.7% | -7.2% | -14.9% |
| 30D | -38.8% | -4.5% | -34.2% | -38.0% |
| 3M | -23.2% | -13.1% | -10.1% | -20.9% |
| 6M | -10.3% | -2.8% | -7.5% | -10.2% |
| YTD | +32.1% | +35.3% | -3.3% | +20.8% |
| 1Y | -6.1% | +51.4% | -57.5% | -16.5% |
| 3Y | +79.2% | +117.9% | -38.7% | +42.4% |
| 5Y | -8.6% | +272.6% | -281.2% | -36.5% |
| All | +378.3% | +772.7% | -394.3% | +159.7% |
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