+2,886.3%
DELL vs STLD
+802.0%
+2,084.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.2% | +10.5% | +11.3% |
| 7D | +0.4% | -0.5% | +0.8% | +0.9% |
| 30D | -35.1% | -0.1% | -35.1% | -34.8% |
| 3M | -15.1% | -9.2% | -6.0% | -11.5% |
| 6M | +51.7% | +1.8% | +50.0% | +50.8% |
| YTD | +200.0% | +42.1% | +157.8% | +162.4% |
| 1Y | +172.1% | +58.5% | +113.6% | +128.3% |
| 3Y | +431.2% | +128.2% | +303.0% | +285.0% |
| 5Y | +633.1% | +288.2% | +344.9% | +321.3% |
| 10Y | +2,886.3% | +799.8% | +2,086.5% | +1,044.2% |
| All | +2,886.3% | +802.0% | +2,084.3% | +1,044.2% |
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