-5.9%
DASH vs DKS
+217.3%
-223.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.1% |
| 7D | -2.8% | +9.4% | -12.2% | -5.8% |
| 30D | -9.3% | +9.8% | -19.1% | -12.3% |
| 3M | -15.1% | -29.3% | +14.2% | -6.2% |
| 6M | +8.7% | -32.6% | +41.3% | +21.4% |
| YTD | -21.3% | -22.6% | +1.3% | -18.0% |
| 1Y | -12.7% | -29.8% | +17.2% | -5.4% |
| 3Y | +103.8% | +43.2% | +60.6% | +44.3% |
| 5Y | -16.8% | +29.8% | -46.6% | -46.7% |
| All | -5.9% | +217.3% | -223.2% | -55.0% |
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