+959.3%
STLD vs DOC
+19.9%
+939.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -4.2% |
| 7D | -3.9% | +8.7% | -12.7% | -7.0% |
| 30D | -0.4% | +7.6% | -8.0% | -3.4% |
| 3M | -9.2% | -5.3% | -3.9% | -7.8% |
| 6M | +5.0% | +27.6% | -22.6% | -6.0% |
| YTD | +42.8% | +32.4% | +10.4% | +25.2% |
| 1Y | +60.1% | +22.9% | +37.2% | +44.5% |
| 3Y | +123.5% | +43.1% | +80.4% | +84.5% |
| 5Y | +302.0% | -21.4% | +323.4% | +325.1% |
| 10Y | +959.3% | +16.8% | +942.4% | +900.9% |
| All | +959.3% | +19.9% | +939.4% | +900.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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