+497.8%
DIS vs STLD
+8,684.3%
-8,186.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.6% | +3.1% | -5.7% | -3.3% |
| 30D | +3.5% | -9.0% | +12.5% | +5.5% |
| 3M | +6.8% | -12.4% | +19.2% | +9.4% |
| 6M | +3.0% | +25.5% | -22.5% | -3.5% |
| YTD | -6.7% | +43.6% | -50.3% | -15.7% |
| 1Y | -10.1% | +87.2% | -97.3% | -24.0% |
| 3Y | +33.0% | +135.2% | -102.2% | +4.4% |
| 5Y | -40.0% | +290.9% | -330.9% | -59.4% |
| 10Y | +21.1% | +1,113.5% | -1,092.4% | -40.7% |
| All | +497.8% | +8,684.3% | -8,186.5% | +51.8% |
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