+784.1%
DE vs STLD
+802.0%
-18.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +2.3% | -0.5% | +2.7% | +2.3% |
| 30D | +9.3% | -0.1% | +9.4% | +9.0% |
| 3M | +12.2% | -9.2% | +21.4% | +15.5% |
| 6M | +18.1% | +1.8% | +16.3% | +15.7% |
| YTD | +49.8% | +42.1% | +7.6% | +27.8% |
| 1Y | +46.4% | +58.5% | -12.1% | +19.5% |
| 3Y | +92.5% | +128.2% | -35.7% | +30.0% |
| 5Y | +107.4% | +288.2% | -180.9% | +5.8% |
| 10Y | +784.1% | +799.8% | -15.7% | +191.4% |
| All | +784.1% | +802.0% | -18.0% | +191.4% |
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