+216.7%
CTVA vs DKS
+360.4%
-143.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -4.5% | -3.0% | -1.5% | -4.0% |
| 30D | +11.3% | -33.4% | +44.7% | +18.6% |
| 3M | +12.3% | -39.4% | +51.7% | +21.7% |
| 6M | +7.2% | -30.1% | +37.3% | +12.3% |
| YTD | +26.0% | -31.0% | +57.0% | +32.2% |
| 1Y | +16.0% | -40.2% | +56.2% | +24.7% |
| 3Y | +73.9% | +30.9% | +43.0% | +51.8% |
| 5Y | +103.8% | +14.0% | +89.8% | +74.9% |
| All | +216.7% | +360.4% | -143.7% | +62.0% |
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 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