-71.7%
DOCU vs STLD
+303.7%
-375.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.2% |
| 7D | -3.7% | -3.9% | +0.2% | -2.4% |
| 30D | +15.0% | -0.4% | +15.3% | +14.9% |
| 3M | +39.9% | -9.2% | +49.1% | +43.6% |
| 6M | +66.2% | +5.0% | +61.2% | +59.5% |
| YTD | +17.7% | +42.8% | -25.1% | -2.1% |
| 1Y | +13.7% | +60.1% | -46.4% | -10.1% |
| 3Y | +95.9% | +123.5% | -27.5% | +26.9% |
| 5Y | -71.7% | +302.0% | -373.7% | -87.3% |
| All | -71.7% | +303.7% | -375.4% | -87.3% |
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 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