+583.4%
DG vs DKS
+706.6%
-123.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +8.4% | +3.0% | +5.4% | +7.8% |
| 30D | +4.9% | -30.5% | +35.5% | +10.4% |
| 3M | +29.3% | -35.7% | +65.0% | +37.8% |
| 6M | -11.3% | -29.7% | +18.4% | -7.1% |
| YTD | +1.8% | -28.9% | +30.6% | +6.2% |
| 1Y | +25.3% | -35.9% | +61.2% | +32.8% |
| 3Y | +9.1% | +28.2% | -19.1% | -2.4% |
| 5Y | -34.9% | +11.8% | -46.7% | -42.5% |
| 10Y | +108.2% | +211.6% | -103.5% | +41.0% |
| All | +583.4% | +706.6% | -123.2% | +254.1% |
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