-10.3%
DOCU vs STLD
+89.3%
-99.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.6% |
| 7D | +6.9% | +3.1% | +3.7% | +7.1% |
| 30D | +19.0% | -9.0% | +28.0% | +18.7% |
| 3M | +34.3% | -12.4% | +46.7% | +34.2% |
| 6M | +48.0% | +25.5% | +22.5% | +47.7% |
| YTD | 0.0% | +43.6% | -43.6% | -2.2% |
| 1Y | -10.3% | +87.2% | -97.5% | -17.3% |
| All | -10.3% | +89.3% | -99.5% | -17.3% |
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