+174.6%
ARM vs DKS
+37.3%
+137.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | -15.2% | -2.1% | -13.1% | -14.6% |
| 30D | -40.7% | +7.3% | -48.0% | -43.0% |
| 3M | -39.1% | -28.4% | -10.7% | -32.4% |
| 6M | -26.4% | -36.9% | +10.5% | -13.4% |
| YTD | +59.7% | -27.3% | +87.1% | +72.5% |
| 1Y | +10.3% | -33.2% | +43.6% | +24.4% |
| 3Y | +228.9% | +32.2% | +196.7% | +149.1% |
| All | +174.6% | +37.3% | +137.3% | +108.6% |
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