+8,107.1%
STLD vs DOC
+709.9%
+7,397.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -4.7% |
| 7D | -3.9% | +8.7% | -12.7% | -8.2% |
| 30D | -0.4% | +7.6% | -8.0% | -4.6% |
| 3M | -9.2% | -5.3% | -3.9% | -7.4% |
| 6M | +5.0% | +27.6% | -22.6% | -9.9% |
| YTD | +42.8% | +32.4% | +10.4% | +19.2% |
| 1Y | +60.1% | +22.9% | +37.2% | +38.7% |
| 3Y | +123.5% | +43.1% | +80.4% | +72.6% |
| 5Y | +302.0% | -21.4% | +323.4% | +323.1% |
| 10Y | +959.3% | +16.8% | +942.4% | +707.0% |
| All | +8,107.1% | +709.9% | +7,397.3% | +2,023.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling