+66.4%
DOCN vs STLD
+428.5%
-362.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.6% | -8.3% | -12.2% |
| 7D | -29.3% | -12.5% | -16.8% | -24.2% |
| 30D | -46.0% | -6.8% | -39.2% | -43.8% |
| 3M | -43.2% | -16.4% | -26.8% | -37.9% |
| 6M | -53.7% | -6.1% | -47.6% | -52.6% |
| YTD | +46.9% | +32.0% | +15.0% | +27.0% |
| 1Y | +54.3% | +45.5% | +8.8% | +27.0% |
| 3Y | +185.5% | +106.5% | +79.0% | +98.0% |
| 5Y | -31.1% | +267.2% | -298.3% | -60.7% |
| All | +66.4% | +428.5% | -362.1% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling