+46.4%
DRAM vs STLD
+32.3%
+14.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.5% | -5.1% |
| 7D | -14.7% | -4.7% | -10.0% | -11.8% |
| 30D | -28.9% | -0.9% | -28.0% | -27.7% |
| 3M | -18.1% | -11.9% | -6.2% | -10.8% |
| 6M | -23.0% | +0.9% | -23.9% | -26.8% |
| All | +46.4% | +32.3% | +14.1% | +26.7% |
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