+820.1%
D vs DKS
+6,430.5%
-5,610.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +3.0% | -2.1% | +5.1% | +3.2% |
| 30D | +11.5% | +7.3% | +4.1% | +10.7% |
| 3M | +3.7% | -28.4% | +32.2% | +6.3% |
| 6M | +13.5% | -36.9% | +50.4% | +17.7% |
| YTD | +20.7% | -27.3% | +48.0% | +23.1% |
| 1Y | +18.2% | -33.2% | +51.5% | +21.4% |
| 3Y | +73.3% | +32.2% | +41.1% | +62.5% |
| 5Y | +12.3% | +22.3% | -10.0% | +3.7% |
| 10Y | +43.4% | +230.5% | -187.1% | +11.3% |
| All | +820.1% | +6,430.5% | -5,610.4% | +433.0% |
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