+769.0%
STLD vs DAR
+307.1%
+462.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.8% |
| 7D | +6.9% | +9.2% | -2.3% | +2.6% |
| 30D | -1.5% | -12.3% | +10.8% | +4.1% |
| 3M | -9.7% | -12.7% | +3.0% | -4.9% |
| 6M | +2.3% | -12.8% | +15.1% | +6.9% |
| YTD | +41.0% | +53.8% | -12.8% | +12.9% |
| 1Y | +51.8% | +60.3% | -8.5% | +18.8% |
| 3Y | +126.4% | +31.7% | +94.7% | +80.1% |
| 5Y | +285.7% | -27.7% | +313.5% | +298.9% |
| All | +769.0% | +307.1% | +462.0% | +253.9% |
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