+292.6%
STLD vs DKS
+11.8%
+280.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +3.1% | +3.0% | +0.1% | +2.4% |
| 30D | -9.0% | -30.5% | +21.5% | -2.2% |
| 3M | -12.4% | -35.7% | +23.3% | -4.1% |
| 6M | +25.5% | -29.7% | +55.2% | +33.5% |
| YTD | +43.6% | -28.9% | +72.5% | +52.2% |
| 1Y | +87.2% | -35.9% | +123.1% | +103.1% |
| 3Y | +135.2% | +28.2% | +107.1% | +107.4% |
| All | +292.6% | +11.8% | +280.8% | +240.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling