+292.6%
STLD vs DRI
+72.9%
+219.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.5% |
| 3M | -12.4% | +13.0% | -25.4% | -17.0% |
| 6M | +25.5% | +8.3% | +17.2% | +20.6% |
| YTD | +43.6% | +20.6% | +23.0% | +31.6% |
| 1Y | +87.2% | +6.5% | +80.7% | +80.0% |
| 3Y | +135.2% | +53.7% | +81.5% | +89.8% |
| All | +292.6% | +72.9% | +219.7% | +190.3% |
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