-1.8%
DECK vs STLD
+135.5%
-137.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | -2.2% | +3.1% | -5.4% | -3.4% |
| 30D | -13.6% | -9.0% | -4.6% | -11.0% |
| 3M | -21.2% | -12.4% | -8.9% | -18.0% |
| 6M | -21.1% | +25.5% | -46.6% | -28.6% |
| YTD | -17.2% | +43.6% | -60.8% | -29.3% |
| 1Y | -30.7% | +87.2% | -117.9% | -47.1% |
| All | -1.8% | +135.5% | -137.3% | -32.3% |
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