+490.1%
CSX vs DKS
+210.1%
+280.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.4% | +3.0% | -6.4% | -3.9% |
| 30D | -3.1% | -30.5% | +27.5% | +2.6% |
| 3M | +7.2% | -35.7% | +42.9% | +15.0% |
| 6M | +16.2% | -29.7% | +45.9% | +21.9% |
| YTD | +37.5% | -28.9% | +66.4% | +43.7% |
| 1Y | +53.2% | -35.9% | +89.1% | +62.9% |
| 3Y | +68.2% | +28.2% | +40.1% | +49.2% |
| 5Y | +65.2% | +11.8% | +53.4% | +44.0% |
| All | +490.1% | +210.1% | +280.0% | +234.5% |
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