+1,080.4%
STLD vs DD
+69.4%
+1,011.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.7% | -0.6% | +3.3% | +3.1% |
| 30D | -8.4% | -7.4% | -1.0% | -3.9% |
| 3M | -9.9% | -6.4% | -3.4% | -6.3% |
| 6M | +33.0% | -2.5% | +35.5% | +34.0% |
| YTD | +42.6% | +10.2% | +32.3% | +32.0% |
| 1Y | +80.8% | +36.9% | +43.8% | +43.9% |
| 3Y | +143.4% | +47.0% | +96.4% | +77.6% |
| 5Y | +293.4% | +63.1% | +230.3% | +162.5% |
| 10Y | +1,080.4% | +68.2% | +1,012.2% | +538.8% |
| All | +1,080.4% | +69.4% | +1,011.1% | +538.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling