+4,770.1%
DELL vs DKS
+201.1%
+4,569.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.7% | +3.1% |
| 7D | +25.6% | -0.4% | +26.1% | +25.8% |
| 30D | +17.7% | -36.6% | +54.3% | +29.9% |
| 3M | +33.4% | -37.6% | +71.1% | +47.0% |
| 6M | +266.2% | -32.1% | +298.3% | +293.4% |
| YTD | +328.0% | -32.3% | +360.3% | +359.1% |
| 1Y | +339.6% | -39.5% | +379.1% | +384.8% |
| 3Y | +694.6% | +27.7% | +666.9% | +614.8% |
| 5Y | +1,122.0% | +15.0% | +1,107.0% | +973.4% |
| 10Y | +4,062.5% | +192.6% | +3,869.9% | +2,416.4% |
| All | +4,770.1% | +201.1% | +4,569.0% | +2,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling