+30.5%
JD vs STLD
+868.9%
-838.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | +13.4% | -11.1% | +24.5% | +16.8% |
| 30D | +7.7% | -4.8% | +12.5% | +8.8% |
| 3M | -11.3% | -14.6% | +3.3% | -8.1% |
| 6M | -5.1% | -7.4% | +2.3% | -4.5% |
| YTD | +5.0% | +32.6% | -27.5% | -5.3% |
| 1Y | -5.6% | +47.3% | -53.0% | -17.6% |
| 3Y | +17.8% | +107.5% | -89.8% | -9.1% |
| 5Y | -57.2% | +268.8% | -326.0% | -72.5% |
| All | +30.5% | +868.9% | -838.4% | -27.1% |
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 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