-47.1%
OPEN vs STLD
+89.3%
-136.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.1% |
| 7D | -4.3% | +3.1% | -7.4% | -5.1% |
| 30D | -16.2% | -9.0% | -7.2% | -14.1% |
| 3M | -36.4% | -12.4% | -24.0% | -32.9% |
| 6M | -35.5% | +25.5% | -61.0% | -42.9% |
| YTD | -46.0% | +43.6% | -89.6% | -55.5% |
| 1Y | -47.1% | +87.2% | -134.3% | -61.4% |
| All | -47.1% | +89.3% | -136.4% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling