+162.4%
DLR vs STLD
+868.9%
-706.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -11.1% | +7.5% | -2.1% |
| 30D | -3.5% | -4.8% | +1.3% | -2.9% |
| 3M | -8.9% | -14.6% | +5.6% | -7.2% |
| 6M | -11.6% | -7.4% | -4.2% | -11.0% |
| YTD | +14.9% | +32.6% | -17.7% | +10.2% |
| 1Y | +6.4% | +47.3% | -40.9% | +0.6% |
| 3Y | +47.3% | +107.5% | -60.3% | +31.5% |
| 5Y | +32.8% | +268.8% | -236.0% | +10.4% |
| All | +162.4% | +868.9% | -706.5% | +102.5% |
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 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