+20.8%
DLTR vs STLD
+115.4%
-94.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.6% | +4.3% |
| 7D | -1.0% | -9.7% | +8.7% | +0.8% |
| 30D | +15.7% | -4.5% | +20.2% | +16.5% |
| 3M | +4.8% | -13.1% | +17.9% | +7.2% |
| 6M | +45.6% | -2.8% | +48.4% | +44.9% |
| YTD | +11.6% | +35.3% | -23.8% | +2.9% |
| 1Y | +29.8% | +51.4% | -21.6% | +16.9% |
| 3Y | +20.8% | +117.9% | -97.2% | -4.9% |
| All | +20.8% | +115.4% | -94.6% | -4.9% |
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