+62.5%
DRAM vs STLD
+34.6%
+27.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -3.7% |
| 7D | -16.6% | -3.9% | -12.7% | -14.9% |
| 30D | -26.9% | -0.4% | -26.5% | -26.5% |
| 3M | -17.8% | -9.2% | -8.6% | -12.8% |
| 6M | +6.2% | +5.0% | +1.2% | -1.1% |
| All | +62.5% | +34.6% | +27.9% | +38.2% |
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