+2,901.0%
DELL vs STLD
+965.7%
+1,935.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -22.6% | -11.1% | -11.4% | -18.6% |
| 30D | -43.2% | -4.8% | -38.4% | -41.8% |
| 3M | -24.8% | -14.6% | -10.3% | -19.7% |
| 6M | +38.0% | -7.4% | +45.4% | +42.4% |
| YTD | +163.7% | +32.6% | +131.2% | +137.6% |
| 1Y | +122.5% | +47.3% | +75.2% | +92.7% |
| 3Y | +377.0% | +107.5% | +269.4% | +260.3% |
| 5Y | +542.6% | +268.8% | +273.7% | +280.8% |
| 10Y | +2,554.1% | +883.3% | +1,670.8% | +921.4% |
| All | +2,901.0% | +965.7% | +1,935.3% | +1,051.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling