+38.4%
AR vs DKS
+203.5%
-165.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.3% |
| 7D | -2.5% | -3.0% | +0.5% | -1.8% |
| 30D | +2.5% | -33.4% | +35.9% | +11.7% |
| 3M | +12.3% | -39.4% | +51.7% | +25.1% |
| 6M | -3.1% | -30.1% | +27.0% | +2.6% |
| YTD | +11.5% | -31.0% | +42.5% | +17.9% |
| 1Y | +17.0% | -40.2% | +57.2% | +28.5% |
| 3Y | +47.3% | +30.9% | +16.4% | +21.2% |
| 5Y | +141.2% | +14.0% | +127.2% | +95.6% |
| All | +38.4% | +203.5% | -165.0% | -29.4% |
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