+120.0%
ALL vs DKS
+15.0%
+104.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.3% |
| 30D | -1.5% | -30.5% | +29.0% | +1.3% |
| 3M | +23.6% | -35.7% | +59.3% | +28.0% |
| 6M | +22.3% | -29.7% | +52.0% | +25.3% |
| YTD | +26.5% | -28.9% | +55.4% | +29.3% |
| 1Y | +27.0% | -35.9% | +62.9% | +30.9% |
| 3Y | +149.6% | +28.2% | +121.4% | +129.7% |
| All | +120.0% | +15.0% | +104.9% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling