+60.1%
STLD vs DRI
+34.0%
+26.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.2% | -4.3% |
| 7D | -3.9% | +6.5% | -10.4% | -5.5% |
| 30D | -0.4% | +16.4% | -16.8% | -4.5% |
| 3M | -9.2% | +13.6% | -22.9% | -12.8% |
| 6M | +5.0% | +22.0% | -17.0% | -1.9% |
| YTD | +42.8% | +29.3% | +13.5% | +29.8% |
| 1Y | +60.1% | +32.0% | +28.0% | +43.7% |
| All | +60.1% | +34.0% | +26.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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