+416.4%
CSX vs DKS
+235.2%
+181.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.5% |
| 30D | +8.7% | +8.9% | -0.2% | +6.8% |
| 3M | +4.2% | -26.4% | +30.6% | +8.9% |
| 6M | +16.7% | -31.1% | +47.7% | +23.0% |
| YTD | +44.5% | -22.8% | +67.3% | +48.2% |
| 1Y | +50.3% | -29.5% | +79.8% | +56.9% |
| 3Y | +76.3% | +42.8% | +33.5% | +52.8% |
| 5Y | +58.1% | +29.2% | +29.0% | +33.7% |
| 10Y | +416.4% | +235.0% | +181.4% | +182.7% |
| All | +416.4% | +235.2% | +181.2% | +182.7% |
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