+651.5%
ADI vs DKS
+203.5%
+448.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.4% | +4.5% |
| 7D | +4.6% | -3.0% | +7.5% | +5.3% |
| 30D | -1.2% | -33.4% | +32.2% | +7.1% |
| 3M | -7.8% | -39.4% | +31.6% | +2.0% |
| 6M | +19.3% | -30.1% | +49.4% | +27.0% |
| YTD | +40.9% | -31.0% | +71.9% | +50.3% |
| 1Y | +54.5% | -40.2% | +94.7% | +70.3% |
| 3Y | +123.4% | +30.9% | +92.5% | +99.7% |
| 5Y | +142.3% | +14.0% | +128.3% | +114.2% |
| All | +651.5% | +203.5% | +448.0% | +358.8% |
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