+95.3%
DOCU vs STLD
+104.7%
-9.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | -0.5% |
| 7D | -3.2% | -12.5% | +9.3% | -0.7% |
| 30D | +15.7% | -6.8% | +22.5% | +17.1% |
| 3M | +37.3% | -16.4% | +53.6% | +41.9% |
| 6M | +63.1% | -6.1% | +69.2% | +62.8% |
| YTD | +15.4% | +32.0% | -16.6% | +2.8% |
| 1Y | +11.3% | +45.5% | -34.2% | -4.3% |
| All | +95.3% | +104.7% | -9.4% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling