+58.2%
DLR vs STLD
+135.5%
-77.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.6% | +3.1% | -1.6% | +1.0% |
| 30D | -3.4% | -9.0% | +5.6% | -1.9% |
| 3M | +0.5% | -12.4% | +12.9% | +2.5% |
| 6M | +4.6% | +25.5% | -20.9% | 0.0% |
| YTD | +23.4% | +43.6% | -20.2% | +15.2% |
| 1Y | +19.0% | +87.2% | -68.2% | +5.4% |
| All | +58.2% | +135.5% | -77.3% | +23.9% |
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