+181.2%
DLR vs STLD
+761.4%
-580.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | +3.3% | +2.9% | +0.4% | +2.9% |
| 30D | +4.6% | -5.6% | +10.1% | +5.4% |
| 3M | -8.3% | -11.7% | +3.4% | -6.9% |
| 6M | -5.6% | -2.8% | -2.9% | -5.6% |
| YTD | +18.7% | +36.4% | -17.7% | +13.2% |
| 1Y | +17.1% | +50.0% | -32.9% | +10.2% |
| 3Y | +54.4% | +122.3% | -68.0% | +36.1% |
| 5Y | +36.5% | +273.2% | -236.7% | +12.3% |
| All | +181.2% | +761.4% | -580.2% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling