+7,663.4%
CME vs DKS
+3,867.5%
+3,795.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | +13.9% | +8.9% | +5.0% | +11.7% |
| 3M | +22.4% | -26.4% | +48.7% | +28.3% |
| 6M | +12.9% | -31.1% | +43.9% | +19.4% |
| YTD | +19.6% | -22.8% | +42.4% | +22.5% |
| 1Y | +17.7% | -29.5% | +47.2% | +22.7% |
| 3Y | +65.3% | +42.8% | +22.5% | +35.8% |
| 5Y | +75.1% | +29.2% | +46.0% | +38.3% |
| 10Y | +305.8% | +235.0% | +70.8% | +108.3% |
| All | +7,663.4% | +3,867.5% | +3,795.9% | +1,831.0% |
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