+100.8%
DG vs DKS
+226.4%
-125.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | +0.3% | +6.3% | -6.0% | -0.7% |
| 30D | +3.2% | +9.3% | -6.1% | +1.9% |
| 3M | +10.4% | -25.3% | +35.7% | +14.1% |
| 6M | +33.2% | -29.2% | +62.4% | +38.5% |
| YTD | +3.0% | -22.7% | +25.7% | +5.5% |
| 1Y | +31.2% | -30.1% | +61.3% | +36.4% |
| 3Y | +21.8% | +45.6% | -23.8% | +8.3% |
| 5Y | -35.0% | +28.5% | -63.4% | -43.1% |
| All | +100.8% | +226.4% | -125.7% | +51.5% |
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