+1,147.6%
ALL vs DKS
+6,836.7%
-5,689.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +12.7% | +8.9% | +3.8% | +10.5% |
| 3M | +0.4% | -26.4% | +26.8% | +5.5% |
| 6M | +23.8% | -31.1% | +54.8% | +31.3% |
| YTD | +27.8% | -22.8% | +50.6% | +31.5% |
| 1Y | +28.9% | -29.5% | +58.4% | +35.1% |
| 3Y | +113.9% | +42.8% | +71.1% | +79.5% |
| 5Y | +157.4% | +29.2% | +128.2% | +109.7% |
| 10Y | +369.0% | +235.0% | +134.0% | +158.6% |
| All | +1,147.6% | +6,836.7% | -5,689.1% | +234.2% |
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 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