+22.3%
DIS vs DKS
+197.0%
-174.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -3.5% | -2.9% | -0.6% | -2.9% |
| 30D | +1.0% | -37.7% | +38.7% | +10.2% |
| 3M | +5.7% | -38.9% | +44.6% | +15.7% |
| 6M | +3.3% | -31.1% | +34.4% | +9.6% |
| YTD | -7.7% | -31.8% | +24.1% | -2.0% |
| 1Y | -10.0% | -38.0% | +28.1% | -2.8% |
| 3Y | +31.7% | +28.6% | +3.1% | +17.5% |
| 5Y | -42.2% | +12.5% | -54.7% | -49.2% |
| 10Y | +22.3% | +198.3% | -176.0% | -26.5% |
| All | +22.3% | +197.0% | -174.7% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling