+122.3%
STLD vs DAR
+33.7%
+88.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.5% |
| 7D | +2.9% | +11.6% | -8.6% | -0.1% |
| 30D | -5.6% | -10.2% | +4.7% | -3.0% |
| 3M | -11.7% | -14.8% | +3.1% | -8.3% |
| 6M | -2.8% | -10.1% | +7.3% | -0.9% |
| YTD | +36.4% | +55.5% | -19.1% | +18.2% |
| 1Y | +50.0% | +61.7% | -11.7% | +28.2% |
| 3Y | +122.3% | +37.2% | +85.1% | +91.2% |
| All | +122.3% | +33.7% | +88.6% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling