+1,968.1%
DHI vs DKS
+6,103.2%
-4,135.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | -3.4% | -3.0% | -0.4% | -2.2% |
| 30D | -5.4% | -33.4% | +27.9% | +8.3% |
| 3M | -10.4% | -39.4% | +28.9% | +6.5% |
| 6M | -2.8% | -30.1% | +27.3% | +8.1% |
| YTD | -3.4% | -31.0% | +27.5% | +7.5% |
| 1Y | -22.9% | -40.2% | +17.3% | -9.3% |
| 3Y | +20.7% | +30.9% | -10.3% | -6.0% |
| 5Y | +62.1% | +14.0% | +48.1% | +24.1% |
| 10Y | +410.4% | +202.1% | +208.4% | +101.3% |
| All | +1,968.1% | +6,103.2% | -4,135.1% | +145.6% |
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 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