+335.7%
CSCO vs DKS
+217.6%
+118.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +1.6% |
| 7D | +6.6% | +3.3% | +3.3% | +6.0% |
| 30D | -11.3% | +5.9% | -17.2% | -12.3% |
| 3M | -17.3% | -27.4% | +10.1% | -14.2% |
| 6M | +3.5% | -32.6% | +36.1% | +8.3% |
| YTD | +34.9% | -24.8% | +59.7% | +38.1% |
| 1Y | +40.5% | -32.8% | +73.3% | +46.4% |
| 3Y | +109.3% | +39.1% | +70.2% | +86.9% |
| 5Y | +105.9% | +25.0% | +80.9% | +80.2% |
| All | +335.7% | +217.6% | +118.1% | +165.1% |
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 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