+10,815.1%
STLD vs DKS
+6,430.5%
+4,384.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.1% | -2.1% | -9.0% | -10.6% |
| 30D | -4.8% | +7.3% | -12.1% | -7.8% |
| 3M | -14.6% | -28.4% | +13.9% | -6.6% |
| 6M | -7.4% | -36.9% | +29.5% | +5.4% |
| YTD | +32.6% | -27.3% | +59.9% | +42.2% |
| 1Y | +47.3% | -33.2% | +80.6% | +62.8% |
| 3Y | +107.5% | +32.2% | +75.4% | +64.9% |
| 5Y | +268.8% | +22.3% | +246.6% | +178.6% |
| 10Y | +883.3% | +230.5% | +652.9% | +308.2% |
| All | +10,815.1% | +6,430.5% | +4,384.6% | +1,622.2% |
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