+193.0%
ARM vs DKS
+44.0%
+148.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.8% | +4.7% |
| 7D | -5.3% | +3.8% | -9.2% | -6.9% |
| 30D | -30.0% | +8.1% | -38.1% | -32.8% |
| 3M | -34.1% | -28.6% | -5.5% | -26.2% |
| 6M | -12.6% | -33.6% | +21.0% | +0.6% |
| YTD | +70.4% | -23.8% | +94.2% | +80.5% |
| 1Y | +22.3% | -30.7% | +53.0% | +36.1% |
| 3Y | +261.2% | +41.5% | +219.7% | +167.1% |
| All | +193.0% | +44.0% | +148.9% | +118.4% |
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