+583.4%
DG vs STLD
+2,280.3%
-1,696.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +8.4% | +3.1% | +5.2% | +7.9% |
| 30D | +4.9% | -9.0% | +13.9% | +6.1% |
| 3M | +29.3% | -12.4% | +41.7% | +31.1% |
| 6M | -11.3% | +25.5% | -36.8% | -14.4% |
| YTD | +1.8% | +43.6% | -41.9% | -3.8% |
| 1Y | +25.3% | +87.2% | -61.9% | +14.0% |
| 3Y | +9.1% | +135.2% | -126.1% | -5.8% |
| 5Y | -34.9% | +290.9% | -325.8% | -49.2% |
| 10Y | +108.2% | +1,113.5% | -1,005.3% | +30.1% |
| All | +583.4% | +2,280.3% | -1,696.9% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling