+755.9%
DE vs STLD
+761.4%
-5.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | +0.5% |
| 7D | +0.3% | +2.9% | -2.6% | -0.9% |
| 30D | +3.6% | -5.6% | +9.1% | +5.5% |
| 3M | +10.2% | -11.7% | +22.0% | +14.7% |
| 6M | +16.6% | -2.8% | +19.4% | +16.2% |
| YTD | +45.8% | +36.4% | +9.4% | +26.3% |
| 1Y | +43.9% | +50.0% | -6.1% | +20.0% |
| 3Y | +89.6% | +122.3% | -32.7% | +29.2% |
| 5Y | +100.3% | +273.2% | -172.9% | +3.7% |
| All | +755.9% | +761.4% | -5.5% | +186.3% |
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