-14.5%
DPZ vs STLD
+59.7%
-74.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.5% | +5.5% |
| 7D | +10.1% | -3.9% | +14.0% | +10.2% |
| 30D | +14.6% | -0.4% | +15.0% | +14.5% |
| 3M | -6.8% | -9.2% | +2.5% | -6.4% |
| 6M | +4.4% | +5.0% | -0.6% | +3.5% |
| YTD | -16.8% | +42.8% | -59.6% | -22.2% |
| 1Y | -14.5% | +60.1% | -74.5% | -20.6% |
| All | -14.5% | +59.7% | -74.1% | -20.6% |
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