+117.6%
DT vs STLD
+786.5%
-668.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -3.3% | +3.1% | -6.4% | -4.2% |
| 30D | +2.0% | -9.0% | +11.0% | +4.4% |
| 3M | +20.0% | -12.4% | +32.4% | +23.4% |
| 6M | +39.3% | +25.5% | +13.8% | +28.3% |
| YTD | +19.8% | +43.6% | -23.9% | +5.1% |
| 1Y | +4.3% | +87.2% | -82.9% | -16.1% |
| 3Y | +7.7% | +135.2% | -127.5% | -21.9% |
| 5Y | -26.8% | +290.9% | -317.7% | -56.7% |
| All | +117.6% | +786.5% | -668.9% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling