+208.8%
C vs DKS
+237.0%
-28.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.2% |
| 7D | -0.4% | +9.4% | -9.8% | -2.8% |
| 30D | -5.2% | +9.8% | -14.9% | -7.8% |
| 3M | -9.1% | -29.3% | +20.2% | -2.4% |
| 6M | -1.6% | -32.6% | +31.0% | +6.5% |
| YTD | +6.9% | -22.6% | +29.5% | +10.8% |
| 1Y | +23.0% | -29.8% | +52.8% | +30.9% |
| 3Y | +216.1% | +43.2% | +172.9% | +161.0% |
| 5Y | +112.2% | +29.8% | +82.4% | +70.1% |
| 10Y | +208.8% | +236.7% | -27.9% | +38.1% |
| All | +208.8% | +237.0% | -28.2% | +38.1% |
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