+83.2%
DT vs STLD
+714.6%
-631.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.6% | +1.0% | -4.5% |
| 7D | -28.3% | -12.5% | -15.9% | -25.6% |
| 30D | -28.4% | -6.8% | -21.6% | -27.0% |
| 3M | -14.1% | -16.4% | +2.3% | -10.1% |
| 6M | +13.2% | -6.1% | +19.3% | +13.6% |
| YTD | +0.8% | +32.0% | -31.1% | -9.5% |
| 1Y | -7.8% | +45.5% | -53.3% | -19.8% |
| 3Y | -8.3% | +106.5% | -114.8% | -30.8% |
| 5Y | -42.7% | +267.2% | -309.9% | -65.5% |
| All | +83.2% | +714.6% | -631.3% | -26.0% |
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 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