+2,770.9%
AVGO vs DKS
+203.5%
+2,567.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.1% | -3.0% | +4.1% | +1.8% |
| 30D | -13.0% | -33.4% | +20.4% | -5.2% |
| 3M | -6.0% | -39.4% | +33.4% | +4.5% |
| 6M | +6.4% | -30.1% | +36.5% | +13.5% |
| YTD | +5.0% | -31.0% | +35.9% | +12.1% |
| 1Y | +1.4% | -40.2% | +41.6% | +12.2% |
| 3Y | +336.8% | +30.9% | +305.9% | +294.4% |
| 5Y | +698.2% | +14.0% | +684.2% | +610.5% |
| All | +2,770.9% | +203.5% | +2,567.5% | +1,656.3% |
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