+116.3%
CLF vs DKS
+196.9%
-80.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | +0.2% |
| 7D | +6.5% | -0.4% | +6.9% | +6.7% |
| 30D | +0.2% | -36.6% | +36.9% | +15.8% |
| 3M | -3.1% | -37.6% | +34.5% | +12.1% |
| 6M | +25.0% | -32.1% | +57.1% | +38.9% |
| YTD | -7.5% | -32.3% | +24.9% | +3.4% |
| 1Y | +11.5% | -39.5% | +51.0% | +29.4% |
| 3Y | -13.7% | +27.7% | -41.4% | -28.9% |
| 5Y | -47.0% | +15.0% | -62.0% | -58.0% |
| 10Y | +116.3% | +192.6% | -76.3% | +9.8% |
| All | +116.3% | +196.9% | -80.6% | +9.8% |
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 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