+379.9%
CSCO vs DKS
+206.3%
+173.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +4.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.0% |
| 30D | -9.5% | -32.7% | +23.3% | -4.6% |
| 3M | -7.6% | -38.8% | +31.2% | -1.3% |
| 6M | +44.9% | -29.4% | +74.3% | +50.5% |
| YTD | +47.7% | -30.3% | +78.0% | +53.5% |
| 1Y | +69.1% | -39.6% | +108.7% | +79.5% |
| 3Y | +113.5% | +32.2% | +81.3% | +92.5% |
| 5Y | +122.8% | +15.1% | +107.7% | +97.7% |
| All | +379.9% | +206.3% | +173.6% | +205.8% |
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