+32.5%
JD vs STLD
+804.7%
-772.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.3% |
| 7D | +5.2% | -4.7% | +9.9% | +6.3% |
| 30D | +4.5% | -0.9% | +5.5% | +4.4% |
| 3M | -15.4% | -11.9% | -3.5% | -13.1% |
| 6M | -6.0% | +0.9% | -6.9% | -7.7% |
| YTD | +2.2% | +40.4% | -38.3% | -9.6% |
| 1Y | -6.7% | +56.6% | -63.2% | -20.1% |
| 3Y | +20.5% | +125.5% | -104.9% | -9.5% |
| 5Y | -58.4% | +292.8% | -351.3% | -74.0% |
| 10Y | +32.5% | +787.1% | -754.6% | -32.3% |
| All | +32.5% | +804.7% | -772.2% | -32.3% |
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