-6.9%
DT vs STLD
+56.0%
-62.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -0.9% |
| 7D | -7.5% | -4.7% | -2.9% | -7.9% |
| 30D | -31.5% | -0.9% | -30.6% | -31.4% |
| 3M | -14.0% | -11.9% | -2.1% | -15.6% |
| 6M | +6.9% | +0.9% | +6.0% | +8.6% |
| YTD | +0.3% | +40.4% | -40.1% | +7.6% |
| 1Y | -6.9% | +56.6% | -63.5% | -1.4% |
| All | -6.9% | +56.0% | -62.9% | -1.4% |
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