+305.1%
B vs DKS
+6,856.2%
-6,551.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.2% |
| 7D | +7.1% | +9.4% | -2.3% | +6.4% |
| 30D | -3.3% | +9.8% | -13.1% | -4.1% |
| 3M | -2.5% | -29.3% | +26.7% | -0.5% |
| 6M | -7.2% | -32.6% | +25.3% | -5.1% |
| YTD | -7.4% | -22.6% | +15.2% | -6.3% |
| 1Y | +16.4% | -29.8% | +46.3% | +18.6% |
| 3Y | +178.7% | +43.2% | +135.5% | +165.4% |
| 5Y | +121.7% | +29.8% | +91.9% | +109.0% |
| 10Y | +208.6% | +236.7% | -28.1% | +156.2% |
| All | +305.1% | +6,856.2% | -6,551.0% | +138.3% |
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