+86.9%
STLD vs DD
+33.7%
+53.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +1.3% |
| 7D | -2.8% | -3.8% | +1.0% | -1.1% |
| 30D | -10.4% | -9.2% | -1.2% | -6.5% |
| 3M | -10.6% | -9.0% | -1.6% | -6.9% |
| 6M | +32.7% | -5.0% | +37.7% | +35.2% |
| YTD | +42.8% | +7.4% | +35.4% | +40.6% |
| 1Y | +86.9% | +35.1% | +51.8% | +69.8% |
| All | +86.9% | +33.7% | +53.3% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling