+3,847.4%
ANET vs DKS
+206.3%
+3,641.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +5.1% |
| 7D | +3.0% | -2.0% | +5.0% | +3.5% |
| 30D | -5.2% | -32.7% | +27.6% | +2.0% |
| 3M | +27.6% | -38.8% | +66.4% | +39.7% |
| 6M | +44.4% | -29.4% | +73.8% | +51.9% |
| YTD | +52.3% | -30.3% | +82.6% | +60.2% |
| 1Y | +30.4% | -39.6% | +70.0% | +41.5% |
| 3Y | +313.3% | +32.2% | +281.1% | +267.0% |
| 5Y | +810.0% | +15.1% | +794.9% | +693.9% |
| All | +3,847.4% | +206.3% | +3,641.1% | +2,490.6% |
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 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