+38.0%
DIS vs STLD
+129.0%
-91.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +10.3% | -0.1% | +10.3% | +10.1% |
| 3M | +15.6% | -9.2% | +24.7% | +17.2% |
| 6M | +15.1% | +1.8% | +13.4% | +13.2% |
| YTD | +6.0% | +42.1% | -36.2% | -4.3% |
| 1Y | +5.7% | +58.5% | -52.8% | -7.2% |
| All | +38.0% | +129.0% | -91.0% | +10.5% |
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