+740.9%
STLD vs DAR
+311.7%
+429.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | +2.9% | +11.6% | -8.6% | -2.1% |
| 30D | -5.6% | -10.2% | +4.7% | -1.2% |
| 3M | -11.7% | -14.8% | +3.1% | -6.0% |
| 6M | -2.8% | -10.1% | +7.3% | +0.1% |
| YTD | +36.4% | +55.5% | -19.1% | +8.7% |
| 1Y | +50.0% | +61.7% | -11.7% | +16.9% |
| 3Y | +122.3% | +37.2% | +85.1% | +73.3% |
| 5Y | +273.2% | -26.9% | +300.1% | +284.0% |
| All | +740.9% | +311.7% | +429.2% | +240.6% |
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