-25.1%
ON vs STLD
+135.5%
-160.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.0% |
| 7D | +2.4% | +3.1% | -0.7% | +0.3% |
| 30D | -3.3% | -9.0% | +5.7% | +2.1% |
| 3M | -43.6% | -12.4% | -31.2% | -39.4% |
| 6M | +19.0% | +25.5% | -6.6% | +1.0% |
| YTD | +37.4% | +43.6% | -6.3% | +5.7% |
| 1Y | +54.8% | +87.2% | -32.4% | -0.1% |
| All | -25.1% | +135.5% | -160.6% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling