+125.5%
STLD vs DAR
+20.8%
+104.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.3% |
| 7D | -4.7% | -3.8% | -0.8% | -3.6% |
| 30D | -0.9% | -14.4% | +13.5% | +3.1% |
| 3M | -11.9% | -17.9% | +6.0% | -7.5% |
| 6M | +0.9% | -18.3% | +19.2% | +5.6% |
| YTD | +40.4% | +43.2% | -2.8% | +24.3% |
| 1Y | +56.6% | +57.7% | -1.1% | +34.5% |
| 3Y | +125.5% | +22.7% | +102.7% | +99.1% |
| All | +125.5% | +20.8% | +104.7% | +99.1% |
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