+8,153.7%
STLD vs COO
+3,737.4%
+4,416.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | +3.1% | -2.2% | +5.4% | +3.9% |
| 30D | -9.0% | -7.0% | -2.0% | -6.9% |
| 3M | -12.4% | +12.2% | -24.6% | -16.2% |
| 6M | +25.5% | -15.1% | +40.6% | +31.5% |
| YTD | +43.6% | -15.1% | +58.7% | +50.4% |
| 1Y | +87.2% | +2.3% | +84.9% | +83.5% |
| 3Y | +135.2% | -23.7% | +158.9% | +147.7% |
| 5Y | +290.9% | -38.9% | +329.8% | +339.2% |
| 10Y | +1,113.5% | +49.9% | +1,063.5% | +918.4% |
| All | +8,153.7% | +3,737.4% | +4,416.3% | +3,409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling