+49.1%
D vs DKS
+226.4%
-177.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | -1.4% | +6.3% | -7.7% | -1.8% |
| 30D | +7.7% | +9.3% | -1.6% | +7.0% |
| 3M | -0.3% | -25.3% | +25.0% | +1.3% |
| 6M | +10.1% | -29.2% | +39.2% | +12.1% |
| YTD | +19.1% | -22.7% | +41.8% | +20.3% |
| 1Y | +15.9% | -30.1% | +46.0% | +17.9% |
| 3Y | +75.0% | +45.6% | +29.4% | +64.5% |
| 5Y | +13.4% | +28.5% | -15.1% | +5.9% |
| All | +49.1% | +226.4% | -177.3% | +16.0% |
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