+787.1%
STLD vs DAR
+269.9%
+517.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.6% |
| 7D | -4.7% | -3.8% | -0.8% | -3.0% |
| 30D | -0.9% | -14.4% | +13.5% | +5.9% |
| 3M | -11.9% | -17.9% | +6.0% | -4.6% |
| 6M | +0.9% | -18.3% | +19.2% | +8.6% |
| YTD | +40.4% | +43.2% | -2.8% | +16.1% |
| 1Y | +56.6% | +57.7% | -1.1% | +23.3% |
| 3Y | +125.5% | +22.7% | +102.7% | +85.2% |
| 5Y | +292.8% | -34.0% | +326.9% | +324.1% |
| 10Y | +787.1% | +279.5% | +507.6% | +274.0% |
| All | +787.1% | +269.9% | +517.1% | +274.0% |
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