+32.2%
JD vs STLD
+802.0%
-769.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.3% |
| 30D | +4.2% | -0.1% | +4.3% | +3.9% |
| 3M | -12.8% | -9.2% | -3.6% | -11.1% |
| 6M | -8.8% | +1.8% | -10.5% | -10.6% |
| YTD | +0.5% | +42.1% | -41.6% | -11.3% |
| 1Y | -8.8% | +58.5% | -67.3% | -22.1% |
| 3Y | +18.6% | +128.2% | -109.6% | -11.3% |
| 5Y | -62.2% | +288.2% | -350.5% | -76.3% |
| 10Y | +32.2% | +799.8% | -767.6% | -32.8% |
| All | +32.2% | +802.0% | -769.8% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling