+19.3%
DG vs STLD
+105.6%
-86.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | +1.1% | -11.1% | +12.2% | +1.2% |
| 30D | +9.5% | -4.8% | +14.3% | +9.5% |
| 3M | +5.5% | -14.6% | +20.0% | +5.6% |
| 6M | +16.1% | -7.4% | +23.5% | +15.8% |
| YTD | +2.7% | +32.6% | -29.9% | +1.6% |
| 1Y | +42.1% | +47.3% | -5.2% | +40.3% |
| 3Y | +19.3% | +107.5% | -88.3% | +11.1% |
| All | +19.3% | +105.6% | -86.4% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling