+143.4%
STLD vs DKS
+28.7%
+114.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | +0.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -8.4% | -36.6% | +28.2% | +0.5% |
| 3M | -9.9% | -37.6% | +27.8% | -1.0% |
| 6M | +33.0% | -32.1% | +65.1% | +42.0% |
| YTD | +42.6% | -32.3% | +74.9% | +52.3% |
| 1Y | +80.8% | -39.5% | +120.2% | +98.1% |
| 3Y | +143.4% | +27.7% | +115.8% | +118.1% |
| All | +143.4% | +28.7% | +114.8% | +118.1% |
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