+22.5%
ON vs STLD
+289.0%
-266.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | -1.4% |
| 7D | -4.1% | -4.7% | +0.5% | -1.2% |
| 30D | -10.2% | -0.9% | -9.3% | -9.5% |
| 3M | -12.7% | -11.9% | -0.9% | -6.5% |
| 6M | -32.5% | +0.9% | -33.5% | -33.5% |
| YTD | +28.6% | +40.4% | -11.9% | +3.9% |
| 1Y | +43.4% | +56.6% | -13.2% | +9.0% |
| 3Y | +3.3% | +125.5% | -122.2% | -36.7% |
| 5Y | +22.5% | +292.8% | -270.3% | -43.3% |
| All | +22.5% | +289.0% | -266.5% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling