+490.5%
DDOG vs DKS
+334.3%
+156.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.2% | -4.7% | +8.0% | +4.5% |
| 30D | -10.2% | -35.1% | +24.9% | -1.7% |
| 3M | -2.6% | -37.7% | +35.1% | +7.5% |
| 6M | +80.1% | -30.7% | +110.9% | +91.2% |
| YTD | +63.0% | -31.9% | +95.0% | +72.9% |
| 1Y | +59.4% | -40.0% | +99.4% | +74.3% |
| 3Y | +127.0% | +28.4% | +98.6% | +93.6% |
| 5Y | +61.7% | +12.4% | +49.2% | +33.4% |
| All | +490.5% | +334.3% | +156.2% | +270.7% |
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 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