+25.3%
DG vs STLD
+89.3%
-63.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.4% | +3.1% | +5.2% | +8.2% |
| 30D | +4.9% | -9.0% | +13.9% | +5.2% |
| 3M | +29.3% | -12.4% | +41.7% | +29.9% |
| 6M | -11.3% | +25.5% | -36.8% | -14.5% |
| YTD | +1.8% | +43.6% | -41.9% | -2.6% |
| 1Y | +25.3% | +87.2% | -61.9% | +13.6% |
| All | +25.3% | +89.3% | -63.9% | +13.6% |
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 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