+85.9%
AXP vs DKS
+25.2%
+60.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -0.9% |
| 7D | -2.1% | +3.3% | -5.4% | -2.9% |
| 30D | +2.7% | +5.9% | -3.2% | +1.0% |
| 3M | -7.3% | -27.4% | +20.2% | -1.5% |
| 6M | +1.8% | -32.6% | +34.4% | +9.7% |
| YTD | -13.1% | -24.8% | +11.8% | -9.4% |
| 1Y | -13.7% | -32.8% | +19.1% | -7.4% |
| 3Y | +113.1% | +39.1% | +74.0% | +82.1% |
| 5Y | +85.9% | +25.0% | +60.9% | +45.0% |
| All | +85.9% | +25.2% | +60.7% | +45.0% |
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