+114.8%
CSCO vs DKS
+15.5%
+99.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.3% |
| 30D | -10.7% | -37.7% | +27.0% | -5.6% |
| 3M | -8.7% | -38.9% | +30.2% | -3.4% |
| 6M | +44.9% | -31.1% | +76.0% | +50.0% |
| YTD | +44.1% | -31.8% | +75.9% | +49.3% |
| 1Y | +65.9% | -38.0% | +103.9% | +73.8% |
| 3Y | +109.0% | +28.6% | +80.4% | +89.9% |
| 5Y | +114.8% | +12.5% | +102.2% | +85.2% |
| All | +114.8% | +15.5% | +99.3% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling