+54.3%
JD vs STLD
+1,672.0%
-1,617.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | -1.7% | +3.1% | -4.8% | -2.6% |
| 30D | -13.2% | -9.0% | -4.2% | -11.1% |
| 3M | -3.2% | -12.4% | +9.2% | -0.2% |
| 6M | +15.2% | +25.5% | -10.3% | +6.3% |
| YTD | +2.0% | +43.6% | -41.6% | -10.0% |
| 1Y | -5.4% | +87.2% | -92.6% | -23.1% |
| 3Y | -9.1% | +135.2% | -144.3% | -32.6% |
| 5Y | -59.6% | +290.9% | -350.5% | -74.9% |
| 10Y | +26.2% | +1,113.5% | -1,087.2% | -49.3% |
| All | +54.3% | +1,672.0% | -1,617.7% | -41.9% |
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