+258.8%
STLD vs DAR
-41.1%
+299.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -11.1% | -9.9% | -1.2% | -7.8% |
| 30D | -4.8% | -16.4% | +11.6% | +1.2% |
| 3M | -14.6% | -17.1% | +2.5% | -9.3% |
| 6M | -7.4% | -20.5% | +13.1% | -0.8% |
| YTD | +32.6% | +39.4% | -6.9% | +14.8% |
| 1Y | +47.3% | +57.2% | -9.9% | +21.5% |
| 3Y | +107.5% | +13.9% | +93.7% | +83.4% |
| All | +258.8% | -41.1% | +299.9% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling