+1,122.7%
STLD vs DKS
+197.0%
+925.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -2.8% | -2.9% | +0.1% | -2.0% |
| 30D | -10.4% | -37.7% | +27.3% | +0.8% |
| 3M | -10.6% | -38.9% | +28.3% | +0.8% |
| 6M | +32.7% | -31.1% | +63.8% | +43.5% |
| YTD | +42.8% | -31.8% | +74.6% | +54.8% |
| 1Y | +86.9% | -38.0% | +125.0% | +107.7% |
| 3Y | +143.8% | +28.6% | +115.2% | +107.4% |
| 5Y | +293.5% | +12.5% | +281.0% | +228.4% |
| 10Y | +1,122.7% | +198.3% | +924.3% | +535.8% |
| All | +1,122.7% | +197.0% | +925.6% | +535.8% |
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