-3.7%
APA vs DKS
+206.3%
-210.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.4% |
| 7D | +4.6% | -2.0% | +6.6% | +5.2% |
| 30D | +11.9% | -32.7% | +44.6% | +25.4% |
| 3M | +22.5% | -38.8% | +61.3% | +41.2% |
| 6M | +37.5% | -29.4% | +67.0% | +47.8% |
| YTD | +87.2% | -30.3% | +117.5% | +101.3% |
| 1Y | +101.4% | -39.6% | +141.0% | +128.1% |
| 3Y | +16.9% | +32.2% | -15.3% | -7.1% |
| 5Y | +178.4% | +15.1% | +163.3% | +115.9% |
| All | -3.7% | +206.3% | -210.0% | -66.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling