+2,837.7%
CCJ vs DKS
+6,842.3%
-4,004.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -2.2% |
| 7D | -0.8% | +6.3% | -7.1% | -2.3% |
| 30D | -13.2% | +9.3% | -22.5% | -15.4% |
| 3M | -27.6% | -25.3% | -2.4% | -24.1% |
| 6M | -38.7% | -29.2% | -9.5% | -35.2% |
| YTD | -22.7% | -22.7% | 0.0% | -20.2% |
| 1Y | -17.6% | -30.1% | +12.5% | -12.9% |
| 3Y | +62.7% | +45.6% | +17.1% | +37.3% |
| 5Y | +159.7% | +28.5% | +131.3% | +115.7% |
| 10Y | +769.3% | +235.2% | +534.1% | +396.6% |
| All | +2,837.7% | +6,842.3% | -4,004.5% | +760.6% |
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 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