+122.8%
DAL vs DKS
+224.7%
-101.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +8.8% | -2.1% | +10.9% | +9.6% |
| 30D | +5.4% | +7.3% | -2.0% | +2.7% |
| 3M | -4.9% | -28.4% | +23.5% | +3.3% |
| 6M | +19.8% | -36.9% | +56.7% | +35.9% |
| YTD | +27.0% | -27.3% | +54.3% | +36.5% |
| 1Y | +52.5% | -33.2% | +85.7% | +68.7% |
| 3Y | +173.8% | +32.2% | +141.7% | +130.0% |
| 5Y | +104.5% | +22.3% | +82.3% | +66.3% |
| All | +122.8% | +224.7% | -101.9% | +9.0% |
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