+121.4%
DAL vs DKS
+235.2%
-113.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | +14.3% | +8.9% | +5.4% | +10.9% |
| 3M | +1.3% | -26.4% | +27.6% | +9.3% |
| 6M | +29.3% | -31.1% | +60.3% | +42.1% |
| YTD | +33.0% | -22.8% | +55.8% | +40.0% |
| 1Y | +59.8% | -29.5% | +89.3% | +73.7% |
| 3Y | +177.2% | +42.8% | +134.4% | +126.8% |
| 5Y | +118.4% | +29.2% | +89.2% | +74.3% |
| 10Y | +121.4% | +235.0% | -113.5% | +5.5% |
| All | +121.4% | +235.2% | -113.8% | +5.5% |
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