+697.3%
DELL vs STLD
+144.6%
+552.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | +14.9% | +3.1% | +11.7% | +13.3% |
| 30D | +13.3% | -9.0% | +22.3% | +18.7% |
| 3M | +24.4% | -12.4% | +36.8% | +32.2% |
| 6M | +258.0% | +25.5% | +232.5% | +217.2% |
| YTD | +320.2% | +43.6% | +276.6% | +248.1% |
| 1Y | +319.1% | +87.2% | +231.9% | +202.8% |
| All | +697.3% | +144.6% | +552.7% | +429.7% |
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