+111.1%
DG vs STLD
+802.0%
-690.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +8.6% | -0.1% | +8.7% | +8.5% |
| 3M | +15.0% | -9.2% | +24.2% | +16.0% |
| 6M | +32.7% | +1.8% | +30.9% | +31.6% |
| YTD | +5.5% | +42.1% | -36.6% | +0.1% |
| 1Y | +34.6% | +58.5% | -23.9% | +25.9% |
| 3Y | +24.2% | +128.2% | -104.0% | +8.5% |
| 5Y | -32.3% | +288.2% | -320.5% | -46.7% |
| 10Y | +111.1% | +799.8% | -688.7% | +37.7% |
| All | +111.1% | +802.0% | -690.9% | +37.7% |
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