+197.1%
ABT vs DKS
+203.5%
-6.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | -5.9% | -3.0% | -2.9% | -5.6% |
| 30D | -8.1% | -33.4% | +25.3% | -5.0% |
| 3M | +14.5% | -39.4% | +53.9% | +19.5% |
| 6M | -6.3% | -30.1% | +23.8% | -3.8% |
| YTD | -17.1% | -31.0% | +13.8% | -14.9% |
| 1Y | -21.4% | -40.2% | +18.8% | -18.2% |
| 3Y | +5.9% | +30.9% | -25.0% | -1.6% |
| 5Y | -12.8% | +14.0% | -26.8% | -20.1% |
| All | +197.1% | +203.5% | -6.3% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling