+877.2%
DECK vs DKS
+224.7%
+652.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +5.8% | -2.1% | +7.9% | +6.6% |
| 30D | +7.9% | +7.3% | +0.5% | +4.6% |
| 3M | -11.4% | -28.4% | +17.0% | -1.6% |
| 6M | -16.6% | -36.9% | +20.3% | -2.6% |
| YTD | -16.4% | -27.3% | +11.0% | -8.4% |
| 1Y | +8.6% | -33.2% | +41.9% | +23.1% |
| 3Y | -15.1% | +32.2% | -47.3% | -29.1% |
| 5Y | +22.9% | +22.3% | +0.6% | -0.6% |
| All | +877.2% | +224.7% | +652.5% | +339.8% |
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