+47.3%
DLR vs STLD
+105.6%
-58.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -11.1% | +7.5% | -1.7% |
| 30D | -3.5% | -4.8% | +1.3% | -2.7% |
| 3M | -8.9% | -14.6% | +5.6% | -6.7% |
| 6M | -11.6% | -7.4% | -4.2% | -10.8% |
| YTD | +14.9% | +32.6% | -17.7% | +9.3% |
| 1Y | +6.4% | +47.3% | -40.9% | -0.5% |
| 3Y | +47.3% | +107.5% | -60.3% | +24.8% |
| All | +47.3% | +105.6% | -58.4% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling