+606.1%
COST vs DKS
+203.5%
+402.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.1% |
| 7D | -1.2% | -3.0% | +1.8% | -0.9% |
| 30D | -4.7% | -33.4% | +28.7% | -0.7% |
| 3M | -7.1% | -39.4% | +32.2% | -2.1% |
| 6M | -8.5% | -30.1% | +21.6% | -5.7% |
| YTD | +5.4% | -31.0% | +36.3% | +8.7% |
| 1Y | -5.6% | -40.2% | +34.5% | -1.1% |
| 3Y | +68.5% | +30.9% | +37.5% | +55.3% |
| 5Y | +105.2% | +14.0% | +91.2% | +86.8% |
| All | +606.1% | +203.5% | +402.6% | +449.2% |
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