+1,446.7%
CI vs DKS
+6,292.4%
-4,845.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | +4.4% | -30.5% | +35.0% | +10.9% |
| 3M | +0.7% | -35.7% | +36.3% | +8.4% |
| 6M | +0.3% | -29.7% | +30.0% | +5.6% |
| YTD | +3.8% | -28.9% | +32.7% | +8.8% |
| 1Y | -5.5% | -35.9% | +30.4% | +0.8% |
| 3Y | +8.1% | +28.2% | -20.0% | -5.9% |
| 5Y | +42.8% | +11.8% | +31.0% | +21.5% |
| 10Y | +143.9% | +211.6% | -67.7% | +40.9% |
| All | +1,446.7% | +6,292.4% | -4,845.7% | +319.8% |
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