+148.0%
ADBE vs DKS
+199.2%
-51.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -12.9% | -4.7% | -8.2% | -12.1% |
| 30D | -5.6% | -35.1% | +29.4% | +1.3% |
| 3M | +6.6% | -37.7% | +44.3% | +15.3% |
| 6M | -9.6% | -30.7% | +21.2% | -4.8% |
| YTD | -28.9% | -31.9% | +3.0% | -25.1% |
| 1Y | -28.9% | -40.0% | +11.1% | -23.5% |
| 3Y | -55.6% | +28.4% | -84.0% | -60.2% |
| 5Y | -62.2% | +12.4% | -74.7% | -66.6% |
| All | +148.0% | +199.2% | -51.2% | +70.2% |
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 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