+11,725.0%
STLD vs DKS
+6,292.4%
+5,432.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.1% | +3.0% | +0.1% | +2.0% |
| 30D | -9.0% | -30.5% | +21.5% | +1.4% |
| 3M | -12.4% | -35.7% | +23.3% | +0.2% |
| 6M | +25.5% | -29.7% | +55.2% | +37.7% |
| YTD | +43.6% | -28.9% | +72.5% | +56.6% |
| 1Y | +87.2% | -35.9% | +123.1% | +111.1% |
| 3Y | +135.2% | +28.2% | +107.1% | +90.1% |
| 5Y | +290.9% | +11.8% | +279.1% | +207.0% |
| 10Y | +1,113.5% | +211.6% | +901.8% | +420.0% |
| All | +11,725.0% | +6,292.4% | +5,432.6% | +1,796.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling