+570.0%
AVGO vs DKS
+26.5%
+543.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.5% | -5.6% |
| 7D | +18.2% | +6.3% | +11.8% | +16.0% |
| 30D | +0.2% | +9.3% | -9.1% | -2.8% |
| 3M | -16.8% | -25.3% | +8.5% | -11.4% |
| 6M | -16.5% | -29.2% | +12.7% | -10.2% |
| YTD | +0.8% | -22.7% | +23.6% | +4.5% |
| 1Y | +2.8% | -30.1% | +32.9% | +10.0% |
| 3Y | +278.5% | +45.6% | +232.9% | +220.8% |
| All | +570.0% | +26.5% | +543.6% | +425.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling