-10.5%
OPEN vs STLD
+104.7%
-115.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.6% | -2.0% | -6.0% |
| 7D | -5.8% | -12.5% | +6.7% | +0.3% |
| 30D | -21.1% | -6.8% | -14.3% | -18.9% |
| 3M | -52.4% | -16.4% | -36.0% | -48.7% |
| 6M | -65.8% | -6.1% | -59.7% | -65.8% |
| YTD | -69.3% | +32.0% | -101.3% | -75.4% |
| 1Y | -75.2% | +45.5% | -120.8% | -81.4% |
| All | -10.5% | +104.7% | -115.2% | -50.5% |
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 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