+153.8%
B vs DKS
+9.4%
+144.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.2% |
| 7D | +2.3% | -0.4% | +2.8% | +2.4% |
| 30D | +1.4% | -36.6% | +38.0% | +3.6% |
| 3M | +12.2% | -37.6% | +49.8% | +14.8% |
| 6M | -2.1% | -32.1% | +30.0% | -0.3% |
| YTD | +2.9% | -32.3% | +35.3% | +4.8% |
| 1Y | +55.3% | -39.5% | +94.8% | +58.9% |
| 3Y | +198.7% | +27.7% | +171.0% | +195.8% |
| 5Y | +153.8% | +15.0% | +138.8% | +140.8% |
| All | +153.8% | +9.4% | +144.3% | +140.8% |
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