+98.7%
DE vs STLD
+255.4%
-156.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -0.6% | -11.1% | +10.6% | +3.1% |
| 30D | +2.3% | -4.8% | +7.0% | +3.6% |
| 3M | +9.5% | -14.6% | +24.1% | +14.4% |
| 6M | +14.1% | -7.4% | +21.5% | +15.7% |
| YTD | +45.4% | +32.6% | +12.8% | +30.1% |
| 1Y | +42.9% | +47.3% | -4.4% | +23.3% |
| 3Y | +84.8% | +107.5% | -22.7% | +36.5% |
| All | +98.7% | +255.4% | -156.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling