+1,015.9%
DIA vs DKS
+6,292.4%
-5,276.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | +3.0% | -3.2% | -0.8% |
| 30D | -1.5% | -30.5% | +29.0% | +4.3% |
| 3M | +3.8% | -35.7% | +39.5% | +11.4% |
| 6M | +10.3% | -29.7% | +40.0% | +15.9% |
| YTD | +12.1% | -28.9% | +40.9% | +17.3% |
| 1Y | +18.6% | -35.9% | +54.5% | +26.3% |
| 3Y | +60.6% | +28.2% | +32.5% | +43.8% |
| 5Y | +64.4% | +11.8% | +52.6% | +44.9% |
| 10Y | +250.1% | +211.6% | +38.5% | +123.0% |
| All | +1,015.9% | +6,292.4% | -5,276.5% | +341.8% |
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