+5,126.4%
DE vs STLD
+8,684.3%
-3,557.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +10.0% | +3.1% | +6.9% | +8.9% |
| 30D | +13.3% | -9.0% | +22.3% | +16.5% |
| 3M | +17.5% | -12.4% | +29.9% | +22.0% |
| 6M | +13.6% | +25.5% | -11.9% | +4.2% |
| YTD | +49.8% | +43.6% | +6.2% | +31.1% |
| 1Y | +47.9% | +87.2% | -39.3% | +17.8% |
| 3Y | +72.5% | +135.2% | -62.7% | +23.7% |
| 5Y | +90.2% | +290.9% | -200.6% | +11.0% |
| 10Y | +865.4% | +1,113.5% | -248.1% | +264.2% |
| All | +5,126.4% | +8,684.3% | -3,557.9% | +792.4% |
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 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