+37.5%
DXCM vs STLD
+56.5%
-19.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -1.7% |
| 7D | -3.7% | -4.7% | +1.0% | -3.4% |
| 30D | -5.0% | -0.9% | -4.0% | -5.0% |
| 3M | -8.8% | -11.9% | +3.1% | -8.1% |
| 6M | +31.9% | +0.9% | +31.0% | +30.5% |
| YTD | +20.4% | +40.4% | -20.0% | +10.7% |
| All | +37.5% | +56.5% | -19.0% | +21.0% |
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 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