+1,055.3%
DELL vs DKS
+12.8%
+1,042.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -1.9% | -4.7% | +2.9% | -0.6% |
| 30D | +14.9% | -35.1% | +50.0% | +27.5% |
| 3M | +37.2% | -37.7% | +74.9% | +53.2% |
| 6M | +254.0% | -30.7% | +284.7% | +280.4% |
| YTD | +306.1% | -31.9% | +338.1% | +337.5% |
| 1Y | +312.3% | -40.0% | +352.3% | +361.6% |
| 3Y | +654.0% | +28.4% | +625.6% | +567.4% |
| 5Y | +1,055.3% | +12.4% | +1,042.9% | +855.6% |
| All | +1,055.3% | +12.8% | +1,042.5% | +855.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling