-12.8%
DT vs STLD
+119.8%
-132.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +3.1% | +2.9% | +0.2% | +2.7% |
| 30D | -29.5% | -5.6% | -24.0% | -29.0% |
| 3M | -11.7% | -11.7% | 0.0% | -10.5% |
| 6M | +29.0% | -2.8% | +31.8% | +28.9% |
| YTD | +3.4% | +36.4% | -33.1% | -3.6% |
| 1Y | -4.2% | +50.0% | -54.2% | -12.8% |
| 3Y | -12.8% | +122.3% | -135.2% | -28.0% |
| All | -12.8% | +119.8% | -132.7% | -28.0% |
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