+142.8%
CI vs DKS
+226.4%
-83.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.1% |
| 7D | +1.2% | +6.3% | -5.1% | +0.3% |
| 30D | +2.6% | +9.3% | -6.7% | +1.3% |
| 3M | +7.4% | -25.3% | +32.7% | +10.5% |
| 6M | -0.1% | -29.2% | +29.1% | +3.1% |
| YTD | +9.7% | -22.7% | +32.5% | +11.7% |
| 1Y | +12.1% | -30.1% | +42.2% | +15.5% |
| 3Y | +7.0% | +45.6% | -38.6% | -4.5% |
| 5Y | +49.7% | +28.5% | +21.2% | +31.5% |
| All | +142.8% | +226.4% | -83.7% | +52.6% |
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 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