+54.2%
AR vs DKS
+217.6%
-163.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.0% |
| 7D | +6.4% | +3.3% | +3.2% | +5.5% |
| 30D | +3.1% | +5.9% | -2.8% | +1.2% |
| 3M | +3.3% | -27.4% | +30.7% | +9.4% |
| 6M | +6.6% | -32.6% | +39.2% | +14.3% |
| YTD | +12.3% | -24.8% | +37.2% | +15.5% |
| 1Y | +12.3% | -32.8% | +45.2% | +19.1% |
| 3Y | +50.4% | +39.1% | +11.4% | +21.6% |
| 5Y | +101.0% | +25.0% | +76.0% | +58.5% |
| All | +54.2% | +217.6% | -163.4% | -25.1% |
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