-38.5%
DG vs DKS
+15.5%
-54.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | +1.8% | -37.7% | +39.5% | +8.1% |
| 3M | +14.5% | -38.9% | +53.4% | +21.8% |
| 6M | -13.6% | -31.1% | +17.5% | -9.7% |
| YTD | -4.8% | -31.8% | +27.0% | -0.6% |
| 1Y | +21.6% | -38.0% | +59.6% | +28.5% |
| 3Y | +4.5% | +28.6% | -24.1% | -9.7% |
| 5Y | -38.5% | +12.5% | -51.0% | -49.3% |
| All | -38.5% | +15.5% | -54.0% | -49.3% |
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