-31.9%
DG vs STLD
+253.8%
-285.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.0% | -1.9% |
| 7D | +6.1% | -12.5% | +18.6% | +7.3% |
| 30D | +11.9% | -6.8% | +18.8% | +12.6% |
| 3M | +9.3% | -16.4% | +25.6% | +10.8% |
| 6M | +19.1% | -6.1% | +25.2% | +19.1% |
| YTD | +5.9% | +32.0% | -26.0% | +2.0% |
| 1Y | +39.8% | +45.5% | -5.7% | +33.1% |
| 3Y | +23.4% | +106.5% | -83.1% | +10.0% |
| All | -31.9% | +253.8% | -285.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling