+215.4%
ADSK vs DKS
+206.3%
+9.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -2.5% | -2.0% | -0.5% | -2.1% |
| 30D | -14.9% | -32.7% | +17.9% | -8.5% |
| 3M | +3.3% | -38.8% | +42.1% | +13.4% |
| 6M | -15.7% | -29.4% | +13.8% | -11.1% |
| YTD | -28.2% | -30.3% | +2.1% | -24.4% |
| 1Y | -34.5% | -39.6% | +5.1% | -29.0% |
| 3Y | -2.9% | +32.2% | -35.1% | -15.5% |
| 5Y | -25.3% | +15.1% | -40.4% | -35.7% |
| All | +215.4% | +206.3% | +9.0% | +116.1% |
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