+294.7%
C vs DKS
+197.0%
+97.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | +2.6% | -2.9% | +5.5% | +3.4% |
| 30D | +1.9% | -37.7% | +39.6% | +13.8% |
| 3M | +2.8% | -38.9% | +41.7% | +15.1% |
| 6M | +30.6% | -31.1% | +61.6% | +40.4% |
| YTD | +19.9% | -31.8% | +51.7% | +29.2% |
| 1Y | +44.6% | -38.0% | +82.6% | +59.3% |
| 3Y | +272.1% | +28.6% | +243.5% | +217.2% |
| 5Y | +132.0% | +12.5% | +119.4% | +93.4% |
| 10Y | +294.7% | +198.3% | +96.3% | +88.2% |
| All | +294.7% | +197.0% | +97.6% | +88.2% |
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