+188.1%
DLR vs STLD
+804.7%
-616.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -0.1% |
| 7D | +0.3% | -4.7% | +5.0% | +1.0% |
| 30D | +1.2% | -0.9% | +2.1% | +1.3% |
| 3M | -4.8% | -11.9% | +7.1% | -3.3% |
| 6M | -6.1% | +0.9% | -7.0% | -6.6% |
| YTD | +19.3% | +40.4% | -21.1% | +13.3% |
| 1Y | +10.0% | +56.6% | -46.6% | +2.9% |
| 3Y | +53.8% | +125.5% | -71.7% | +35.3% |
| 5Y | +39.1% | +292.8% | -253.7% | +13.7% |
| 10Y | +188.1% | +787.1% | -598.9% | +98.0% |
| All | +188.1% | +804.7% | -616.6% | +98.0% |
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 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