+1,517.8%
AXP vs DKS
+6,292.4%
-4,774.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | +3.0% | -5.1% | -3.1% |
| 30D | -6.5% | -30.5% | +24.0% | +2.7% |
| 3M | +4.6% | -35.7% | +40.3% | +17.7% |
| 6M | +5.4% | -29.7% | +35.1% | +14.4% |
| YTD | -11.1% | -28.9% | +17.7% | -4.2% |
| 1Y | -0.3% | -35.9% | +35.6% | +10.6% |
| 3Y | +111.6% | +28.2% | +83.4% | +77.5% |
| 5Y | +117.6% | +11.8% | +105.8% | +78.4% |
| 10Y | +474.1% | +211.6% | +262.5% | +175.7% |
| All | +1,517.8% | +6,292.4% | -4,774.7% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling