+11.3%
DOCU vs STLD
+47.9%
-36.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | -2.6% |
| 7D | -3.2% | -12.5% | +9.3% | -4.4% |
| 30D | +15.7% | -6.8% | +22.5% | +15.0% |
| 3M | +37.3% | -16.4% | +53.6% | +35.3% |
| 6M | +63.1% | -6.1% | +69.2% | +63.2% |
| YTD | +15.4% | +32.0% | -16.6% | +15.8% |
| 1Y | +11.3% | +45.5% | -34.2% | +3.9% |
| All | +11.3% | +47.9% | -36.6% | +3.9% |
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