+50.0%
STLD vs COO
-12.3%
+62.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.3% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | -5.6% | +14.2% | -19.7% | -6.8% |
| 3M | -11.7% | -18.2% | +6.5% | -8.8% |
| 6M | -2.8% | +5.3% | -8.1% | -5.3% |
| YTD | +36.4% | -23.6% | +60.0% | +50.7% |
| 1Y | +50.0% | -12.7% | +62.7% | +61.9% |
| All | +50.0% | -12.3% | +62.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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