+11.7%
DIA vs STLD
+56.0%
-44.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.9% |
| 7D | +0.9% | -4.7% | +5.6% | +1.6% |
| 30D | +1.1% | -0.9% | +2.1% | +1.1% |
| 3M | -2.9% | -11.9% | +9.0% | -1.1% |
| 6M | +5.9% | +0.9% | +5.0% | +4.7% |
| YTD | +9.8% | +40.4% | -30.7% | +0.3% |
| 1Y | +11.7% | +56.6% | -44.8% | -2.0% |
| All | +11.7% | +56.0% | -44.3% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling