+7,484.2%
STLD vs DAR
+379.1%
+7,105.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.1% | -4.5% | -7.2% |
| 7D | -12.5% | -8.1% | -4.4% | -11.4% |
| 30D | -6.8% | -17.1% | +10.3% | -4.3% |
| 3M | -16.4% | -12.3% | -4.1% | -15.0% |
| 6M | -6.1% | -21.8% | +15.7% | -3.1% |
| YTD | +32.0% | +40.8% | -8.9% | +25.1% |
| 1Y | +45.5% | +57.4% | -11.8% | +35.6% |
| 3Y | +106.5% | +12.1% | +94.4% | +99.0% |
| 5Y | +267.2% | -40.2% | +307.4% | +283.7% |
| 10Y | +878.9% | +280.1% | +598.8% | +713.7% |
| All | +7,484.2% | +379.1% | +7,105.2% | +5,600.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling