+274.2%
CME vs DKS
+206.3%
+67.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.3% |
| 7D | -1.6% | -2.0% | +0.5% | -1.4% |
| 30D | +5.6% | -32.7% | +38.3% | +8.8% |
| 3M | +5.6% | -38.8% | +44.4% | +9.6% |
| 6M | -8.3% | -29.4% | +21.2% | -6.3% |
| YTD | +4.3% | -30.3% | +34.6% | +6.6% |
| 1Y | +9.1% | -39.6% | +48.7% | +12.8% |
| 3Y | +52.1% | +32.2% | +19.9% | +38.2% |
| 5Y | +79.7% | +15.1% | +64.6% | +61.1% |
| All | +274.2% | +206.3% | +67.9% | +153.7% |
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