+523.3%
ON vs STLD
+761.4%
-238.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.7% |
| 7D | +12.2% | +2.9% | +9.3% | +10.4% |
| 30D | -3.1% | -5.6% | +2.4% | +0.6% |
| 3M | -12.9% | -11.7% | -1.1% | -6.3% |
| 6M | -38.6% | -2.8% | -35.8% | -38.2% |
| YTD | +31.2% | +36.4% | -5.2% | +6.8% |
| 1Y | +47.6% | +50.0% | -2.4% | +13.5% |
| 3Y | +6.6% | +122.3% | -115.7% | -36.5% |
| 5Y | +21.3% | +273.2% | -252.0% | -50.5% |
| All | +523.3% | +761.4% | -238.1% | +30.4% |
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