+467.1%
DDOG vs STLD
+826.1%
-359.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | -10.1% | +3.1% | -13.3% | -10.9% |
| 30D | -24.8% | -9.0% | -15.8% | -23.3% |
| 3M | -12.6% | -12.4% | -0.2% | -10.4% |
| 6M | +79.9% | +25.5% | +54.4% | +68.8% |
| YTD | +56.6% | +43.6% | +13.0% | +41.2% |
| 1Y | +61.6% | +87.2% | -25.6% | +35.9% |
| 3Y | +117.9% | +135.2% | -17.4% | +69.6% |
| 5Y | +54.2% | +290.9% | -236.6% | +5.7% |
| All | +467.1% | +826.1% | -359.0% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling