-10.7%
DDOG vs STLD
+56.0%
-66.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -0.6% |
| 7D | -19.1% | -4.7% | -14.4% | -19.3% |
| 30D | -39.2% | -0.9% | -38.2% | -39.0% |
| 3M | -31.6% | -11.9% | -19.7% | -32.7% |
| 6M | -10.9% | +0.9% | -11.8% | -8.0% |
| YTD | +31.2% | +40.4% | -9.2% | +36.2% |
| 1Y | -10.7% | +56.6% | -67.2% | -11.9% |
| All | -10.7% | +56.0% | -66.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling