+89.6%
DE vs STLD
+119.8%
-30.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | +0.1% |
| 7D | +0.3% | +2.9% | -2.6% | -0.5% |
| 30D | +3.6% | -5.6% | +9.1% | +4.9% |
| 3M | +10.2% | -11.7% | +22.0% | +13.5% |
| 6M | +16.6% | -2.8% | +19.4% | +16.5% |
| YTD | +45.8% | +36.4% | +9.4% | +31.9% |
| 1Y | +43.9% | +50.0% | -6.1% | +26.8% |
| 3Y | +89.6% | +122.3% | -32.7% | +51.7% |
| All | +89.6% | +119.8% | -30.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling