+303.4%
CME vs DKS
+226.4%
+77.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +3.9% | +6.3% | -2.4% | +3.4% |
| 30D | +11.3% | +9.3% | +2.0% | +10.4% |
| 3M | +19.6% | -25.3% | +44.8% | +21.8% |
| 6M | +8.1% | -29.2% | +37.3% | +10.4% |
| YTD | +20.4% | -22.7% | +43.1% | +21.7% |
| 1Y | +16.5% | -30.1% | +46.6% | +18.8% |
| 3Y | +66.4% | +45.6% | +20.8% | +50.2% |
| 5Y | +74.5% | +28.5% | +46.0% | +55.2% |
| All | +303.4% | +226.4% | +77.0% | +165.9% |
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