+2,660.6%
AVGO vs DKS
+226.4%
+2,434.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.5% | -5.5% |
| 7D | +18.2% | +6.3% | +11.8% | +16.3% |
| 30D | +0.2% | +9.3% | -9.1% | -2.4% |
| 3M | -16.8% | -25.3% | +8.5% | -12.5% |
| 6M | -16.5% | -29.2% | +12.7% | -11.4% |
| YTD | +0.8% | -22.7% | +23.6% | +4.0% |
| 1Y | +2.8% | -30.1% | +32.9% | +8.7% |
| 3Y | +278.5% | +45.6% | +232.9% | +231.4% |
| 5Y | +573.1% | +28.5% | +544.6% | +479.5% |
| All | +2,660.6% | +226.4% | +2,434.2% | +1,524.8% |
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