+782.2%
STLD vs DD
+105.4%
+676.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.9% | -3.8% | -1.6% |
| 7D | -9.7% | +9.8% | -19.5% | -15.2% |
| 30D | -4.5% | +19.3% | -23.9% | -15.1% |
| 3M | -13.1% | +9.4% | -22.5% | -18.5% |
| 6M | -2.8% | +4.8% | -7.6% | -6.6% |
| YTD | +35.3% | +30.2% | +5.1% | +12.0% |
| 1Y | +51.4% | +32.2% | +19.2% | +23.9% |
| 3Y | +117.9% | +93.1% | +24.8% | +32.7% |
| 5Y | +272.6% | +68.0% | +204.6% | +146.0% |
| 10Y | +782.2% | +98.5% | +683.7% | +357.1% |
| All | +782.2% | +105.4% | +676.8% | +357.1% |
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