+1,081.9%
STLD vs DRI
+363.5%
+718.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +3.1% | +0.6% | +2.6% | +2.9% |
| 30D | -9.0% | +3.8% | -12.8% | -10.7% |
| 3M | -12.4% | +13.0% | -25.4% | -17.6% |
| 6M | +25.5% | +8.3% | +17.2% | +19.9% |
| YTD | +43.6% | +20.6% | +23.0% | +30.0% |
| 1Y | +87.2% | +6.5% | +80.7% | +78.8% |
| 3Y | +135.2% | +53.7% | +81.5% | +84.5% |
| 5Y | +290.9% | +72.7% | +218.2% | +183.2% |
| All | +1,081.9% | +363.5% | +718.3% | +344.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling