+3,340.7%
DLR vs STLD
+4,293.9%
-953.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -3.6% | -11.1% | +7.5% | -0.9% |
| 30D | -3.5% | -4.8% | +1.3% | -2.4% |
| 3M | -8.9% | -14.6% | +5.6% | -5.8% |
| 6M | -11.6% | -7.4% | -4.2% | -10.6% |
| YTD | +14.9% | +32.6% | -17.7% | +6.1% |
| 1Y | +6.4% | +47.3% | -40.9% | -4.3% |
| 3Y | +47.3% | +107.5% | -60.3% | +18.7% |
| 5Y | +32.8% | +268.8% | -236.0% | -10.5% |
| 10Y | +169.6% | +883.3% | -713.8% | +23.6% |
| All | +3,340.7% | +4,293.9% | -953.2% | +794.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling