+4,735.8%
BLK vs DKS
+6,162.0%
-1,426.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.9% |
| 7D | -3.3% | -2.0% | -1.3% | -2.7% |
| 30D | -6.5% | -32.7% | +26.2% | +3.1% |
| 3M | +6.7% | -38.8% | +45.5% | +20.9% |
| 6M | +14.7% | -29.4% | +44.2% | +23.6% |
| YTD | +2.5% | -30.3% | +32.8% | +10.7% |
| 1Y | -2.8% | -39.6% | +36.8% | +9.2% |
| 3Y | +65.9% | +32.2% | +33.7% | +38.4% |
| 5Y | +33.0% | +15.1% | +17.9% | +9.0% |
| 10Y | +281.2% | +204.9% | +76.3% | +91.8% |
| All | +4,735.8% | +6,162.0% | -1,426.2% | +1,237.8% |
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 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