+54.3%
AR vs DKS
+226.4%
-172.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | +7.4% | +6.3% | +1.1% | +5.7% |
| 30D | +5.8% | +9.3% | -3.5% | +3.0% |
| 3M | +5.2% | -25.3% | +30.5% | +10.6% |
| 6M | +5.4% | -29.2% | +34.6% | +11.6% |
| YTD | +12.4% | -22.7% | +35.2% | +14.8% |
| 1Y | +12.8% | -30.1% | +42.9% | +18.4% |
| 3Y | +47.2% | +45.6% | +1.6% | +17.4% |
| 5Y | +101.1% | +28.5% | +72.7% | +57.5% |
| All | +54.3% | +226.4% | -172.1% | -25.5% |
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