+995.8%
DIA vs DKS
+6,842.3%
-5,846.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.4% |
| 7D | +2.1% | +6.3% | -4.2% | +0.9% |
| 30D | +1.5% | +9.3% | -7.8% | -0.4% |
| 3M | -2.4% | -25.3% | +22.9% | +1.6% |
| 6M | +6.0% | -29.2% | +35.2% | +11.1% |
| YTD | +10.1% | -22.7% | +32.8% | +13.0% |
| 1Y | +11.8% | -30.1% | +41.9% | +16.9% |
| 3Y | +59.7% | +45.6% | +14.1% | +39.1% |
| 5Y | +57.9% | +28.5% | +29.4% | +35.3% |
| 10Y | +236.2% | +235.2% | +1.0% | +110.7% |
| All | +995.8% | +6,842.3% | -5,846.5% | +325.5% |
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 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