-93.6%
OPEN vs STLD
+255.4%
-349.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.5% | -22.2% | -22.0% |
| 7D | -22.2% | -11.1% | -11.1% | -17.1% |
| 30D | -38.3% | -4.8% | -33.5% | -37.0% |
| 3M | -59.4% | -14.6% | -44.8% | -56.4% |
| 6M | -74.4% | -7.4% | -67.0% | -74.2% |
| YTD | -76.0% | +32.6% | -108.6% | -81.0% |
| 1Y | -78.7% | +47.3% | -126.0% | -84.2% |
| 3Y | -30.0% | +107.5% | -137.5% | -60.0% |
| All | -93.6% | +255.4% | -349.0% | -97.2% |
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