+214.8%
B vs DKS
+226.4%
-11.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -0.8% |
| 7D | -7.3% | +6.3% | -13.6% | -7.6% |
| 30D | -3.3% | +9.3% | -12.6% | -3.8% |
| 3M | -7.8% | -25.3% | +17.5% | -7.0% |
| 6M | -15.5% | -29.2% | +13.6% | -14.7% |
| YTD | -12.3% | -22.7% | +10.5% | -11.6% |
| 1Y | +5.4% | -30.1% | +35.5% | +6.5% |
| 3Y | +165.5% | +45.6% | +119.9% | +160.8% |
| 5Y | +107.0% | +28.5% | +78.6% | +102.7% |
| All | +214.8% | +226.4% | -11.6% | +174.7% |
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