+155.9%
NUE vs DKS
+13.6%
+142.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.2% |
| 7D | -0.6% | -3.0% | +2.3% | +0.1% |
| 30D | -4.6% | -33.4% | +28.8% | +3.4% |
| 3M | -0.3% | -39.4% | +39.0% | +10.3% |
| 6M | +51.9% | -30.1% | +82.0% | +61.1% |
| YTD | +60.0% | -31.0% | +90.9% | +70.0% |
| 1Y | +82.9% | -40.2% | +123.1% | +100.9% |
| 3Y | +66.0% | +30.9% | +35.0% | +43.7% |
| All | +155.9% | +13.6% | +142.3% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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