+145.3%
DELL vs STLD
+50.3%
+94.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.0% |
| 7D | -11.8% | -9.7% | -2.2% | -5.6% |
| 30D | -40.8% | -4.5% | -36.3% | -38.5% |
| 3M | -23.6% | -13.1% | -10.5% | -16.9% |
| 6M | +33.4% | -2.8% | +36.1% | +34.9% |
| YTD | +178.0% | +35.3% | +142.7% | +140.7% |
| All | +145.3% | +50.3% | +94.9% | +95.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling