+119.3%
DG vs STLD
+779.4%
-660.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +0.7% | -9.7% | +10.3% | +1.8% |
| 30D | +7.4% | -4.5% | +12.0% | +7.9% |
| 3M | +8.5% | -13.1% | +21.6% | +10.0% |
| 6M | +21.9% | -2.8% | +24.6% | +21.5% |
| YTD | +4.9% | +35.3% | -30.4% | +0.1% |
| 1Y | +40.4% | +51.4% | -11.0% | +32.0% |
| 3Y | +23.5% | +117.9% | -94.5% | +8.4% |
| 5Y | -32.3% | +272.6% | -304.9% | -46.5% |
| 10Y | +119.3% | +782.2% | -662.9% | +32.0% |
| All | +119.3% | +779.4% | -660.1% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling