-87.4%
OPEN vs STLD
+880.8%
-968.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.7% |
| 7D | -31.1% | -0.5% | -30.6% | -30.9% |
| 30D | -34.7% | -0.1% | -34.6% | -35.0% |
| 3M | -61.9% | -9.2% | -52.7% | -60.7% |
| 6M | -71.9% | +1.8% | -73.6% | -72.9% |
| YTD | -76.6% | +42.1% | -118.7% | -81.1% |
| 1Y | -83.9% | +58.5% | -142.4% | -87.7% |
| 3Y | -34.4% | +128.2% | -162.6% | -58.5% |
| 5Y | -93.9% | +288.2% | -382.2% | -96.7% |
| All | -87.4% | +880.8% | -968.1% | -93.5% |
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