+72.2%
DOCU vs STLD
+510.2%
-438.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | +6.9% | +3.1% | +3.7% | +6.0% |
| 30D | +19.0% | -9.0% | +28.0% | +21.5% |
| 3M | +34.3% | -12.4% | +46.7% | +38.0% |
| 6M | +48.0% | +25.5% | +22.5% | +37.1% |
| YTD | 0.0% | +43.6% | -43.6% | -11.5% |
| 1Y | -10.3% | +87.2% | -97.5% | -26.6% |
| 3Y | +32.4% | +135.2% | -102.8% | -0.1% |
| 5Y | -77.9% | +290.9% | -368.8% | -85.2% |
| All | +72.2% | +510.2% | -438.0% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling