+376.8%
DDOG vs STLD
+754.8%
-378.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | -23.9% | -11.1% | -12.8% | -21.8% |
| 30D | -34.0% | -4.8% | -29.2% | -33.1% |
| 3M | -21.9% | -14.6% | -7.4% | -19.2% |
| 6M | +24.6% | -7.4% | +32.0% | +25.8% |
| YTD | +31.7% | +32.6% | -0.9% | +21.0% |
| 1Y | -6.2% | +47.3% | -53.5% | -16.1% |
| 3Y | +125.1% | +107.5% | +17.5% | +80.7% |
| 5Y | -3.5% | +268.8% | -272.3% | -32.7% |
| All | +376.8% | +754.8% | -378.0% | +160.1% |
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