+11,603.0%
STLD vs DKS
+6,836.7%
+4,766.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | -0.1% | +8.9% | -9.0% | -3.7% |
| 3M | -9.2% | -26.4% | +17.2% | -1.7% |
| 6M | +1.8% | -31.1% | +32.8% | +12.0% |
| YTD | +42.1% | -22.8% | +64.9% | +49.0% |
| 1Y | +58.5% | -29.5% | +88.0% | +71.6% |
| 3Y | +128.2% | +42.8% | +85.4% | +76.0% |
| 5Y | +288.2% | +29.2% | +259.1% | +187.5% |
| 10Y | +799.8% | +235.0% | +564.9% | +272.9% |
| All | +11,603.0% | +6,836.7% | +4,766.3% | +1,704.9% |
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