+3,860.6%
COST vs DKS
+5,981.0%
-2,120.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.2% |
| 7D | -3.2% | -0.4% | -2.7% | -3.1% |
| 30D | -4.0% | -36.6% | +32.6% | +2.5% |
| 3M | -6.5% | -37.6% | +31.1% | -0.1% |
| 6M | -8.5% | -32.1% | +23.5% | -4.1% |
| YTD | +6.0% | -32.3% | +38.3% | +11.0% |
| 1Y | -5.8% | -39.5% | +33.7% | +0.2% |
| 3Y | +71.8% | +27.7% | +44.2% | +55.0% |
| 5Y | +106.2% | +15.0% | +91.2% | +83.3% |
| 10Y | +602.0% | +192.6% | +409.5% | +382.0% |
| All | +3,860.6% | +5,981.0% | -2,120.3% | +1,561.1% |
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