+378.5%
APP vs DKS
+89.4%
+289.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -10.0% | -36.6% | +26.6% | +3.6% |
| 3M | -44.6% | -37.6% | -7.0% | -36.3% |
| 6M | -37.9% | -32.1% | -5.8% | -31.8% |
| YTD | -53.7% | -32.3% | -21.4% | -49.6% |
| 1Y | -43.0% | -39.5% | -3.5% | -35.3% |
| 3Y | +640.8% | +27.7% | +613.1% | +468.4% |
| 5Y | +358.8% | +15.0% | +343.8% | +207.9% |
| All | +378.5% | +89.4% | +289.2% | +225.8% |
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