+111.8%
DG vs STLD
+804.7%
-692.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | 0.0% |
| 7D | +5.2% | -4.7% | +9.9% | +5.7% |
| 30D | +7.9% | -0.9% | +8.9% | +7.9% |
| 3M | +12.7% | -11.9% | +24.6% | +14.1% |
| 6M | +22.4% | +0.9% | +21.5% | +21.6% |
| YTD | +5.4% | +40.4% | -35.0% | +0.2% |
| 1Y | +39.4% | +56.6% | -17.2% | +30.5% |
| 3Y | +24.1% | +125.5% | -101.4% | +8.6% |
| 5Y | -32.2% | +292.8% | -325.0% | -46.7% |
| 10Y | +111.8% | +787.1% | -675.3% | +39.0% |
| All | +111.8% | +804.7% | -692.9% | +39.0% |
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