+4,749.6%
CSX vs DKS
+6,430.5%
-1,680.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | +4.9% | +7.3% | -2.4% | +2.9% |
| 3M | -2.9% | -28.4% | +25.6% | +3.5% |
| 6M | +8.3% | -36.9% | +45.2% | +18.7% |
| YTD | +36.7% | -27.3% | +64.1% | +43.5% |
| 1Y | +41.5% | -33.2% | +74.7% | +51.7% |
| 3Y | +68.6% | +32.2% | +36.5% | +42.9% |
| 5Y | +48.4% | +22.3% | +26.2% | +20.7% |
| 10Y | +446.6% | +230.5% | +216.1% | +185.3% |
| All | +4,749.6% | +6,430.5% | -1,680.8% | +1,367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling