+11.7%
BABA vs DKS
+217.6%
-205.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.4% | -6.7% |
| 7D | -12.7% | +3.3% | -15.9% | -13.1% |
| 30D | -14.9% | +5.9% | -20.8% | -15.7% |
| 3M | -24.6% | -27.4% | +2.8% | -22.0% |
| 6M | -29.3% | -32.6% | +3.3% | -26.4% |
| YTD | -35.0% | -24.8% | -10.2% | -33.6% |
| 1Y | -39.7% | -32.8% | -6.9% | -37.3% |
| 3Y | +21.2% | +39.1% | -17.9% | +10.0% |
| 5Y | -39.9% | +25.0% | -64.9% | -46.6% |
| All | +11.7% | +217.6% | -205.9% | -17.1% |
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