+107.5%
STLD vs DKS
+31.1%
+76.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.1% | -2.1% | -9.0% | -10.8% |
| 30D | -4.8% | +7.3% | -12.1% | -6.5% |
| 3M | -14.6% | -28.4% | +13.9% | -9.4% |
| 6M | -7.4% | -36.9% | +29.5% | +1.0% |
| YTD | +32.6% | -27.3% | +59.9% | +38.8% |
| 1Y | +47.3% | -33.2% | +80.6% | +57.4% |
| 3Y | +107.5% | +32.2% | +75.4% | +85.7% |
| All | +107.5% | +31.1% | +76.4% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling