+1,081.9%
STLD vs DAR
+355.9%
+726.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | +3.1% | +1.4% | +1.8% | +2.5% |
| 30D | -9.0% | +12.8% | -21.8% | -14.3% |
| 3M | -12.4% | +7.4% | -19.7% | -16.1% |
| 6M | +25.5% | +22.3% | +3.2% | +12.5% |
| YTD | +43.6% | +81.1% | -37.5% | +7.5% |
| 1Y | +87.2% | +106.5% | -19.3% | +30.2% |
| 3Y | +135.2% | +5.3% | +129.9% | +112.5% |
| 5Y | +290.9% | -11.5% | +302.4% | +268.2% |
| All | +1,081.9% | +355.9% | +726.0% | +361.7% |
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