+3,733.8%
CELH vs DKS
+206.3%
+3,527.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.5% |
| 7D | -11.2% | -2.0% | -9.2% | -10.7% |
| 30D | -1.4% | -32.7% | +31.3% | +7.9% |
| 3M | -4.2% | -38.8% | +34.6% | +7.9% |
| 6M | -40.5% | -29.4% | -11.0% | -36.0% |
| YTD | -40.5% | -30.3% | -10.2% | -36.0% |
| 1Y | -53.0% | -39.6% | -13.4% | -47.5% |
| 3Y | -59.1% | +32.2% | -91.2% | -65.6% |
| 5Y | -10.7% | +15.1% | -25.8% | -25.5% |
| All | +3,733.8% | +206.3% | +3,527.5% | +2,326.4% |
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