+1,135.2%
ALL vs DKS
+6,292.4%
-5,157.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.6% |
| 30D | -1.5% | -30.5% | +29.0% | +5.2% |
| 3M | +23.6% | -35.7% | +59.3% | +34.1% |
| 6M | +22.3% | -29.7% | +52.0% | +29.3% |
| YTD | +26.5% | -28.9% | +55.4% | +33.1% |
| 1Y | +27.0% | -35.9% | +62.9% | +36.1% |
| 3Y | +149.6% | +28.2% | +121.4% | +115.4% |
| 5Y | +118.1% | +11.8% | +106.3% | +84.0% |
| 10Y | +369.0% | +211.6% | +157.4% | +163.2% |
| All | +1,135.2% | +6,292.4% | -5,157.2% | +238.3% |
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