+141.0%
CI vs DKS
+197.0%
-56.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -1.1% | -2.9% | +1.8% | -0.7% |
| 30D | +0.5% | -37.7% | +38.2% | +6.0% |
| 3M | -5.2% | -38.9% | +33.7% | +0.2% |
| 6M | +4.3% | -31.1% | +35.4% | +8.1% |
| YTD | +2.8% | -31.8% | +34.6% | +6.5% |
| 1Y | -5.8% | -38.0% | +32.2% | -1.3% |
| 3Y | +4.7% | +28.6% | -23.9% | -5.1% |
| 5Y | +42.7% | +12.5% | +30.1% | +27.3% |
| 10Y | +141.0% | +198.3% | -57.4% | +55.4% |
| All | +141.0% | +197.0% | -56.1% | +55.4% |
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