+1,142.6%
ALL vs DKS
+6,856.2%
-5,713.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.5% |
| 7D | -0.1% | +9.4% | -9.6% | -2.2% |
| 30D | +13.8% | +9.8% | +4.0% | +11.4% |
| 3M | -2.8% | -29.3% | +26.5% | +3.1% |
| 6M | +23.7% | -32.6% | +56.2% | +31.9% |
| YTD | +27.3% | -22.6% | +49.9% | +30.9% |
| 1Y | +30.5% | -29.8% | +60.4% | +36.9% |
| 3Y | +113.0% | +43.2% | +69.8% | +78.7% |
| 5Y | +157.6% | +29.8% | +127.8% | +109.6% |
| 10Y | +368.4% | +236.7% | +131.7% | +157.9% |
| All | +1,142.6% | +6,856.2% | -5,713.6% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling