-43.0%
DT vs STLD
+255.4%
-298.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -24.7% | -11.1% | -13.6% | -22.6% |
| 30D | -27.4% | -4.8% | -22.6% | -26.5% |
| 3M | -11.1% | -14.6% | +3.4% | -8.1% |
| 6M | +13.7% | -7.4% | +21.1% | +14.5% |
| YTD | +0.2% | +32.6% | -32.3% | -9.2% |
| 1Y | -5.7% | +47.3% | -53.0% | -17.2% |
| 3Y | -8.1% | +107.5% | -115.7% | -29.7% |
| All | -43.0% | +255.4% | -298.4% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling