+391.0%
DDOG vs STLD
+816.5%
-425.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +3.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -35.8% | -0.1% | -35.8% | -35.7% |
| 3M | -25.3% | -9.2% | -16.1% | -23.8% |
| 6M | -8.9% | +1.8% | -10.6% | -9.7% |
| YTD | +35.6% | +42.1% | -6.6% | +22.7% |
| 1Y | -6.8% | +58.5% | -65.3% | -18.0% |
| 3Y | +77.9% | +128.2% | -50.3% | +39.9% |
| 5Y | -3.1% | +288.2% | -291.4% | -33.4% |
| All | +391.0% | +816.5% | -425.5% | +163.7% |
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