-49.1%
COMP vs DKS
+129.1%
-178.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +16.3% | +8.9% | +7.4% | +12.6% |
| 3M | -19.1% | -26.4% | +7.2% | -11.6% |
| 6M | +17.1% | -31.1% | +48.2% | +30.3% |
| YTD | -2.9% | -22.8% | +19.9% | +2.4% |
| 1Y | +8.8% | -29.5% | +38.3% | +18.8% |
| 3Y | +423.5% | +42.8% | +380.7% | +285.1% |
| 5Y | -10.5% | +29.2% | -39.6% | -40.2% |
| All | -49.1% | +129.1% | -178.2% | -65.6% |
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