+552.2%
DELL vs STLD
+255.4%
+296.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -22.6% | -11.1% | -11.4% | -18.2% |
| 30D | -43.2% | -4.8% | -38.4% | -41.6% |
| 3M | -24.8% | -14.6% | -10.3% | -19.2% |
| 6M | +38.0% | -7.4% | +45.4% | +42.7% |
| YTD | +163.7% | +32.6% | +131.2% | +136.4% |
| 1Y | +122.5% | +47.3% | +75.2% | +91.2% |
| 3Y | +377.0% | +107.5% | +269.4% | +257.6% |
| All | +552.2% | +255.4% | +296.8% | +317.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling