+288.2%
STLD vs DRI
+78.6%
+209.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.5% | -0.7% | +0.3% | -0.2% |
| 30D | -0.1% | +14.7% | -14.8% | -5.7% |
| 3M | -9.2% | +5.4% | -14.6% | -11.6% |
| 6M | +1.8% | +18.8% | -17.1% | -6.3% |
| YTD | +42.1% | +28.4% | +13.8% | +26.0% |
| 1Y | +58.5% | +37.7% | +20.9% | +36.1% |
| 3Y | +128.2% | +68.0% | +60.3% | +74.4% |
| 5Y | +288.2% | +78.8% | +209.4% | +181.3% |
| All | +288.2% | +78.6% | +209.6% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling