+85.5%
DT vs STLD
+777.3%
-691.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -5.4% | -0.5% | -5.0% | -5.3% |
| 30D | -32.2% | -0.1% | -32.1% | -32.2% |
| 3M | -10.9% | -9.2% | -1.8% | -9.0% |
| 6M | +10.0% | +1.8% | +8.2% | +8.1% |
| YTD | +2.1% | +42.1% | -40.1% | -10.2% |
| 1Y | -5.5% | +58.5% | -64.0% | -19.8% |
| 3Y | -12.4% | +128.2% | -140.6% | -35.8% |
| 5Y | -39.7% | +288.2% | -327.9% | -64.2% |
| All | +85.5% | +777.3% | -691.8% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling