+86.9%
STLD vs DKS
-40.1%
+127.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -2.8% | -2.9% | +0.1% | -2.3% |
| 30D | -10.4% | -37.7% | +27.3% | -2.0% |
| 3M | -10.6% | -38.9% | +28.3% | -2.1% |
| 6M | +32.7% | -31.1% | +63.8% | +38.3% |
| YTD | +42.8% | -31.8% | +74.6% | +49.7% |
| 1Y | +86.9% | -38.0% | +125.0% | +101.5% |
| All | +86.9% | -40.1% | +127.0% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling