+337.5%
COP vs DKS
+199.2%
+138.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +1.0% | -4.7% | +5.7% | +1.9% |
| 30D | +9.6% | -35.1% | +44.6% | +17.7% |
| 3M | +15.0% | -37.7% | +52.8% | +24.2% |
| 6M | +21.8% | -30.7% | +52.5% | +27.5% |
| YTD | +49.6% | -31.9% | +81.5% | +56.9% |
| 1Y | +49.9% | -40.0% | +89.9% | +61.1% |
| 3Y | +22.6% | +28.4% | -5.8% | +7.1% |
| 5Y | +193.6% | +12.4% | +181.2% | +151.3% |
| All | +337.5% | +199.2% | +138.3% | +118.4% |
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