+116.4%
DOCN vs STLD
+59.7%
+56.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.0% | -4.1% | -5.9% |
| 7D | -20.0% | -3.9% | -16.1% | -18.6% |
| 30D | -38.8% | -0.4% | -38.4% | -38.5% |
| 3M | -34.8% | -9.2% | -25.6% | -32.1% |
| 6M | -22.8% | +5.0% | -27.8% | -24.5% |
| YTD | +74.6% | +42.8% | +31.8% | +57.1% |
| 1Y | +116.4% | +60.1% | +56.4% | +76.9% |
| All | +116.4% | +59.7% | +56.8% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling