+81.1%
STLD vs DTE
+1.0%
+80.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.1% |
| 7D | -0.9% | -2.6% | +1.6% | -1.1% |
| 30D | -8.9% | -4.4% | -4.5% | -9.0% |
| 3M | -14.0% | -8.3% | -5.7% | -14.1% |
| 6M | +30.8% | -8.1% | +38.9% | +31.1% |
| YTD | +42.3% | +4.4% | +37.8% | +43.3% |
| 1Y | +81.1% | +0.2% | +80.9% | +84.8% |
| All | +81.1% | +1.0% | +80.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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