+199.9%
B vs DKS
+199.2%
+0.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -5.0% | -4.7% | -0.3% | -4.8% |
| 30D | +8.7% | -35.1% | +43.8% | +10.3% |
| 3M | +17.3% | -37.7% | +55.0% | +19.2% |
| 6M | -5.0% | -30.7% | +25.7% | -3.9% |
| YTD | +1.4% | -31.9% | +33.4% | +2.7% |
| 1Y | +50.5% | -40.0% | +90.5% | +53.0% |
| 3Y | +194.4% | +28.4% | +165.9% | +191.1% |
| 5Y | +156.7% | +12.4% | +144.2% | +153.0% |
| All | +199.9% | +199.2% | +0.7% | +169.2% |
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