+3.9%
D vs DKS
+15.5%
-11.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -2.1% | -37.7% | +35.6% | +0.3% |
| 3M | -0.7% | -38.9% | +38.2% | +1.7% |
| 6M | +5.6% | -31.1% | +36.7% | +7.2% |
| YTD | +14.6% | -31.8% | +46.4% | +16.3% |
| 1Y | +15.3% | -38.0% | +53.4% | +17.7% |
| 3Y | +59.1% | +28.6% | +30.5% | +51.4% |
| 5Y | +3.9% | +12.5% | -8.6% | -2.7% |
| All | +3.9% | +15.5% | -11.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling