+364.8%
ALL vs DKS
+197.0%
+167.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.2% | -2.9% | +0.7% | -1.8% |
| 30D | -5.6% | -37.7% | +32.1% | +0.1% |
| 3M | +17.2% | -38.9% | +56.2% | +24.5% |
| 6M | +23.2% | -31.1% | +54.3% | +28.2% |
| YTD | +23.6% | -31.8% | +55.4% | +28.5% |
| 1Y | +29.2% | -38.0% | +67.2% | +35.8% |
| 3Y | +153.8% | +28.6% | +125.2% | +129.1% |
| 5Y | +116.1% | +12.5% | +103.5% | +92.3% |
| 10Y | +364.8% | +198.3% | +166.5% | +192.0% |
| All | +364.8% | +197.0% | +167.8% | +192.0% |
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