+5,876.9%
ASX vs DKS
+6,430.5%
-553.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | -19.9% | -2.1% | -17.8% | -19.4% |
| 30D | -30.9% | +7.3% | -38.2% | -32.4% |
| 3M | -15.1% | -28.4% | +13.3% | -10.1% |
| 6M | -6.5% | -36.9% | +30.4% | +2.0% |
| YTD | +98.4% | -27.3% | +125.8% | +107.9% |
| 1Y | +107.9% | -33.2% | +141.1% | +122.0% |
| 3Y | +325.3% | +32.2% | +293.1% | +271.2% |
| 5Y | +447.3% | +22.3% | +425.0% | +367.5% |
| 10Y | +763.2% | +230.5% | +532.7% | +413.0% |
| All | +5,876.9% | +6,430.5% | -553.6% | +1,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling