+31.9%
DIS vs DKS
+226.4%
-194.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | 0.0% |
| 7D | +1.9% | +6.3% | -4.4% | +0.5% |
| 30D | +9.2% | +9.3% | -0.1% | +6.9% |
| 3M | +13.5% | -25.3% | +38.8% | +18.7% |
| 6M | +14.3% | -29.2% | +43.5% | +20.5% |
| YTD | +5.4% | -22.7% | +28.1% | +8.6% |
| 1Y | +12.2% | -30.1% | +42.3% | +18.0% |
| 3Y | +37.2% | +45.6% | -8.4% | +19.0% |
| 5Y | -23.1% | +28.5% | -51.6% | -34.4% |
| All | +31.9% | +226.4% | -194.6% | -23.2% |
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