-3.7%
APA vs DKS
+203.5%
-207.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +4.6% | -3.0% | +7.5% | +5.6% |
| 30D | +11.9% | -33.4% | +45.3% | +25.8% |
| 3M | +22.5% | -39.4% | +61.8% | +41.7% |
| 6M | +37.5% | -30.1% | +67.6% | +48.3% |
| YTD | +87.2% | -31.0% | +118.1% | +101.9% |
| 1Y | +101.4% | -40.2% | +141.6% | +128.9% |
| 3Y | +16.9% | +30.9% | -14.0% | -6.8% |
| 5Y | +178.4% | +14.0% | +164.4% | +116.6% |
| All | -3.7% | +203.5% | -207.2% | -65.9% |
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