-31.2%
DIS vs STLD
+268.5%
-299.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.1% | +0.3% |
| 7D | +5.7% | -12.5% | +18.2% | +8.8% |
| 30D | +12.7% | -6.8% | +19.5% | +14.3% |
| 3M | +15.2% | -16.4% | +31.6% | +19.4% |
| 6M | +17.6% | -6.1% | +23.7% | +17.6% |
| YTD | +3.8% | +32.0% | -28.1% | -5.8% |
| 1Y | +6.8% | +45.5% | -38.7% | -5.7% |
| 3Y | +42.1% | +106.5% | -64.4% | +10.7% |
| 5Y | -31.2% | +267.2% | -298.3% | -57.1% |
| All | -31.2% | +268.5% | -299.6% | -57.1% |
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 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