-20.2%
DOCN vs STLD
+303.7%
-323.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.0% | -4.1% | -5.5% |
| 7D | -20.0% | -3.9% | -16.1% | -18.2% |
| 30D | -38.8% | -0.4% | -38.4% | -38.5% |
| 3M | -34.8% | -9.2% | -25.6% | -31.5% |
| 6M | -22.8% | +5.0% | -27.8% | -25.6% |
| YTD | +74.6% | +42.8% | +31.8% | +39.8% |
| 1Y | +116.4% | +60.1% | +56.4% | +62.3% |
| 3Y | +239.3% | +123.5% | +115.9% | +106.8% |
| 5Y | -20.2% | +302.0% | -322.3% | -67.5% |
| All | -20.2% | +303.7% | -323.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling