+888.8%
DECK vs STLD
+864.5%
+24.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.1% | +1.3% |
| 7D | +6.0% | -12.5% | +18.5% | +11.2% |
| 30D | +7.4% | -6.8% | +14.3% | +10.0% |
| 3M | -11.7% | -16.4% | +4.7% | -6.4% |
| 6M | -11.0% | -6.1% | -4.8% | -10.2% |
| YTD | -15.4% | +32.0% | -47.3% | -25.7% |
| 1Y | +7.2% | +45.5% | -38.3% | -9.5% |
| 3Y | -11.8% | +106.5% | -118.3% | -36.6% |
| 5Y | +24.3% | +267.2% | -242.8% | -32.7% |
| All | +888.8% | +864.5% | +24.3% | +183.6% |
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 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