+355.8%
CIEN vs DKS
+26.5%
+329.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.3% | -5.3% |
| 7D | +15.3% | +6.3% | +9.0% | +13.5% |
| 30D | -22.0% | +9.3% | -31.3% | -24.2% |
| 3M | -36.6% | -25.3% | -11.4% | -33.1% |
| 6M | -51.5% | -29.2% | -22.3% | -48.4% |
| YTD | +20.0% | -22.7% | +42.7% | +22.8% |
| 1Y | +44.5% | -30.1% | +74.6% | +52.4% |
| 3Y | +539.0% | +45.6% | +493.4% | +426.1% |
| All | +355.8% | +26.5% | +329.3% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling