+1,516.3%
CI vs DKS
+6,430.5%
-4,914.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.2% |
| 30D | +5.4% | +7.3% | -1.9% | +3.8% |
| 3M | +7.3% | -28.4% | +35.7% | +12.9% |
| 6M | +5.3% | -36.9% | +42.2% | +13.3% |
| YTD | +8.5% | -27.3% | +35.8% | +12.9% |
| 1Y | +17.1% | -33.2% | +50.3% | +23.8% |
| 3Y | +1.4% | +32.2% | -30.8% | -12.3% |
| 5Y | +50.5% | +22.3% | +28.2% | +25.5% |
| 10Y | +168.5% | +230.5% | -61.9% | +52.7% |
| All | +1,516.3% | +6,430.5% | -4,914.2% | +335.6% |
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