+146.2%
B vs DKS
+27.3%
+118.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.9% |
| 7D | +11.3% | +3.8% | +7.5% | +11.0% |
| 30D | +2.9% | +8.1% | -5.1% | +2.4% |
| 3M | -2.9% | -28.6% | +25.8% | -1.4% |
| 6M | -1.2% | -33.6% | +32.4% | +0.7% |
| YTD | -1.3% | -23.8% | +22.4% | -0.3% |
| 1Y | +30.4% | -30.7% | +61.2% | +32.4% |
| 3Y | +195.3% | +41.5% | +153.8% | +189.9% |
| 5Y | +146.2% | +23.0% | +123.2% | +133.9% |
| All | +146.2% | +27.3% | +118.9% | +133.9% |
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