+4,655.3%
NUE vs DKS
+6,026.4%
-1,371.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | -2.3% | -2.9% | +0.6% | -1.4% |
| 30D | -6.1% | -37.7% | +31.6% | +6.7% |
| 3M | +1.7% | -38.9% | +40.6% | +15.9% |
| 6M | +53.1% | -31.1% | +84.2% | +66.6% |
| YTD | +59.0% | -31.8% | +90.9% | +73.2% |
| 1Y | +85.3% | -38.0% | +123.4% | +107.1% |
| 3Y | +63.2% | +28.6% | +34.6% | +36.2% |
| 5Y | +146.8% | +12.5% | +134.3% | +102.0% |
| 10Y | +584.3% | +198.3% | +386.0% | +243.9% |
| All | +4,655.3% | +6,026.4% | -1,371.2% | +1,099.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling