+556.1%
ON vs STLD
+802.0%
-245.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.5% | +5.0% |
| 7D | +3.3% | -0.5% | +3.8% | +4.0% |
| 30D | -3.1% | -0.1% | -3.1% | -2.8% |
| 3M | -9.2% | -9.2% | -0.1% | -4.1% |
| 6M | -31.4% | +1.8% | -33.1% | -32.7% |
| YTD | +36.0% | +42.1% | -6.2% | +7.9% |
| 1Y | +52.0% | +58.5% | -6.5% | +13.0% |
| 3Y | +9.3% | +128.2% | -119.0% | -36.0% |
| 5Y | +26.5% | +288.2% | -261.7% | -49.6% |
| 10Y | +556.1% | +799.8% | -243.7% | +30.8% |
| All | +556.1% | +802.0% | -245.9% | +30.8% |
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