+799.8%
STLD vs DAR
+290.1%
+509.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.8% | -1.0% |
| 7D | -0.5% | +3.6% | -4.1% | -2.1% |
| 30D | -0.1% | -11.3% | +11.2% | +5.1% |
| 3M | -9.2% | -13.1% | +4.0% | -4.2% |
| 6M | +1.8% | -15.1% | +16.9% | +7.6% |
| YTD | +42.1% | +50.5% | -8.4% | +14.9% |
| 1Y | +58.5% | +57.9% | +0.6% | +24.9% |
| 3Y | +128.2% | +28.9% | +99.3% | +83.3% |
| 5Y | +288.2% | -31.4% | +319.7% | +312.3% |
| 10Y | +799.8% | +301.0% | +498.8% | +270.2% |
| All | +799.8% | +290.1% | +509.7% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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