+428.4%
AXP vs DKS
+237.0%
+191.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.7% |
| 7D | -0.6% | +9.4% | -10.1% | -3.0% |
| 30D | +5.0% | +9.8% | -4.8% | +2.2% |
| 3M | -4.2% | -29.3% | +25.0% | +2.5% |
| 6M | +2.9% | -32.6% | +35.5% | +11.1% |
| YTD | -11.6% | -22.6% | +11.0% | -8.5% |
| 1Y | -11.1% | -29.8% | +18.7% | -5.5% |
| 3Y | +116.7% | +43.2% | +73.5% | +83.2% |
| 5Y | +89.6% | +29.8% | +59.8% | +56.1% |
| 10Y | +428.4% | +236.7% | +191.7% | +165.8% |
| All | +428.4% | +237.0% | +191.4% | +165.8% |
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