+162.5%
ON vs STLD
+12,183.2%
-12,020.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.6% | -4.0% | -8.1% |
| 7D | -16.3% | -12.5% | -3.8% | -10.9% |
| 30D | -27.0% | -6.8% | -20.2% | -24.5% |
| 3M | -18.1% | -16.4% | -1.7% | -11.4% |
| 6M | -38.6% | -6.1% | -32.5% | -37.1% |
| YTD | +16.4% | +32.0% | -15.6% | +1.7% |
| 1Y | +25.8% | +45.5% | -19.7% | +5.3% |
| 3Y | -7.7% | +106.5% | -114.2% | -34.3% |
| 5Y | +6.6% | +267.2% | -260.6% | -43.0% |
| 10Y | +444.6% | +878.9% | -434.3% | +82.1% |
| All | +162.5% | +12,183.2% | -12,020.6% | -69.6% |
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