+7,518.6%
STLD vs DAR
+374.2%
+7,144.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -11.1% | -9.9% | -1.2% | -9.8% |
| 30D | -4.8% | -16.4% | +11.6% | -2.4% |
| 3M | -14.6% | -17.1% | +2.5% | -12.4% |
| 6M | -7.4% | -20.5% | +13.1% | -4.7% |
| YTD | +32.6% | +39.4% | -6.9% | +25.8% |
| 1Y | +47.3% | +57.2% | -9.9% | +37.3% |
| 3Y | +107.5% | +13.9% | +93.7% | +99.6% |
| 5Y | +268.8% | -40.8% | +309.6% | +286.0% |
| 10Y | +883.3% | +276.2% | +607.1% | +718.6% |
| All | +7,518.6% | +374.2% | +7,144.3% | +5,634.0% |
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