+48.3%
D vs DKS
+237.0%
-188.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +2.4% | +9.4% | -7.0% | +1.7% |
| 30D | +10.9% | +9.8% | +1.1% | +10.1% |
| 3M | +2.8% | -29.3% | +32.1% | +5.0% |
| 6M | +12.7% | -32.6% | +45.3% | +15.3% |
| YTD | +20.3% | -22.6% | +42.9% | +21.5% |
| 1Y | +17.1% | -29.8% | +46.9% | +19.1% |
| 3Y | +75.1% | +43.2% | +31.9% | +64.9% |
| 5Y | +13.1% | +29.8% | -16.7% | +5.6% |
| 10Y | +48.3% | +236.7% | -188.4% | +15.0% |
| All | +48.3% | +237.0% | -188.8% | +15.0% |
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