+292.6%
STLD vs DD
+61.3%
+231.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +3.1% | -3.5% | +6.7% | +5.3% |
| 30D | -9.0% | -10.3% | +1.3% | -3.2% |
| 3M | -12.4% | -7.5% | -4.8% | -8.6% |
| 6M | +25.5% | -8.0% | +33.5% | +30.8% |
| YTD | +43.6% | +10.5% | +33.1% | +34.0% |
| 1Y | +87.2% | +38.3% | +48.9% | +51.6% |
| 3Y | +135.2% | +42.5% | +92.7% | +81.8% |
| All | +292.6% | +61.3% | +231.3% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling