+258.8%
STLD vs DRI
+74.0%
+184.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -11.1% | +2.8% | -13.9% | -12.2% |
| 30D | -4.8% | +13.3% | -18.0% | -9.7% |
| 3M | -14.6% | +8.2% | -22.7% | -17.8% |
| 6M | -7.4% | +17.5% | -25.0% | -14.3% |
| YTD | +32.6% | +26.9% | +5.7% | +18.1% |
| 1Y | +47.3% | +31.6% | +15.8% | +29.0% |
| 3Y | +107.5% | +67.0% | +40.6% | +59.1% |
| All | +258.8% | +74.0% | +184.8% | +163.3% |
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