+6,781.2%
CME vs DKS
+3,556.2%
+3,225.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.6% | +3.0% | -4.6% | -2.3% |
| 30D | +6.2% | -30.5% | +36.8% | +13.2% |
| 3M | +10.4% | -35.7% | +46.1% | +19.3% |
| 6M | -9.5% | -29.7% | +20.2% | -4.7% |
| YTD | +6.0% | -28.9% | +34.9% | +11.0% |
| 1Y | +9.3% | -35.9% | +45.1% | +16.4% |
| 3Y | +57.7% | +28.2% | +29.5% | +32.9% |
| 5Y | +77.7% | +11.8% | +65.9% | +45.4% |
| 10Y | +281.2% | +211.6% | +69.6% | +99.1% |
| All | +6,781.2% | +3,556.2% | +3,225.0% | +1,649.7% |
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 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