+336.7%
COP vs DKS
+226.4%
+110.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.1% |
| 7D | +4.4% | +6.3% | -1.9% | +3.1% |
| 30D | 0.0% | +9.3% | -9.3% | -2.0% |
| 3M | +15.0% | -25.3% | +40.3% | +19.6% |
| 6M | +22.0% | -29.2% | +51.2% | +27.4% |
| YTD | +55.3% | -22.7% | +78.1% | +58.2% |
| 1Y | +64.1% | -30.1% | +94.2% | +70.6% |
| 3Y | +34.1% | +45.6% | -11.6% | +13.8% |
| 5Y | +133.4% | +28.5% | +104.9% | +94.0% |
| All | +336.7% | +226.4% | +110.3% | +106.3% |
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