+356.8%
B vs DKS
+6,292.4%
-5,935.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +9.4% | -30.5% | +40.0% | +11.9% |
| 3M | +5.0% | -35.7% | +40.7% | +8.0% |
| 6M | -3.5% | -29.7% | +26.1% | -1.6% |
| YTD | +4.5% | -28.9% | +33.3% | +6.5% |
| 1Y | +67.8% | -35.9% | +103.6% | +72.2% |
| 3Y | +196.7% | +28.2% | +168.5% | +185.1% |
| 5Y | +151.9% | +11.8% | +140.1% | +140.3% |
| 10Y | +202.2% | +211.6% | -9.4% | +152.3% |
| All | +356.8% | +6,292.4% | -5,935.7% | +170.6% |
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