+207.0%
C vs DKS
+226.4%
-19.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | +4.2% | +6.3% | -2.1% | +2.4% |
| 30D | +2.0% | +9.3% | -7.3% | -0.7% |
| 3M | -10.1% | -25.3% | +15.2% | -5.0% |
| 6M | +1.0% | -29.2% | +30.2% | +7.7% |
| YTD | +8.5% | -22.7% | +31.2% | +12.4% |
| 1Y | +25.7% | -30.1% | +55.8% | +33.9% |
| 3Y | +216.0% | +45.6% | +170.4% | +159.6% |
| 5Y | +112.3% | +28.5% | +83.8% | +70.7% |
| All | +207.0% | +226.4% | -19.4% | +36.6% |
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 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