+769.0%
STLD vs DKS
+217.6%
+551.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | 0.0% |
| 7D | +6.9% | +3.3% | +3.6% | +5.9% |
| 30D | -1.5% | +5.9% | -7.4% | -3.4% |
| 3M | -9.7% | -27.4% | +17.8% | -3.4% |
| 6M | +2.3% | -32.6% | +34.9% | +11.2% |
| YTD | +41.0% | -24.8% | +65.8% | +47.8% |
| 1Y | +51.8% | -32.8% | +84.7% | +64.2% |
| 3Y | +126.4% | +39.1% | +87.4% | +87.8% |
| 5Y | +285.7% | +25.0% | +260.7% | +211.9% |
| All | +769.0% | +217.6% | +551.4% | +330.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling