+3,595.6%
DLR vs STLD
+4,660.2%
-1,064.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.6% | +3.1% | -1.6% | +0.8% |
| 30D | -3.4% | -9.0% | +5.6% | -1.4% |
| 3M | +0.5% | -12.4% | +12.9% | +3.2% |
| 6M | +4.6% | +25.5% | -20.9% | -1.8% |
| YTD | +23.4% | +43.6% | -20.2% | +11.9% |
| 1Y | +19.0% | +87.2% | -68.2% | +0.8% |
| 3Y | +56.5% | +135.2% | -78.7% | +22.4% |
| 5Y | +33.3% | +290.9% | -257.5% | -11.6% |
| 10Y | +165.1% | +1,113.5% | -948.3% | +14.9% |
| All | +3,595.6% | +4,660.2% | -1,064.6% | +844.0% |
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 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