+741.2%
DIS vs DKS
+6,292.4%
-5,551.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | +3.0% | -5.6% | -3.3% |
| 30D | +3.5% | -30.5% | +34.0% | +11.2% |
| 3M | +6.8% | -35.7% | +42.5% | +16.9% |
| 6M | +3.0% | -29.7% | +32.7% | +9.8% |
| YTD | -6.7% | -28.9% | +22.1% | -1.1% |
| 1Y | -10.1% | -35.9% | +25.8% | -2.6% |
| 3Y | +33.0% | +28.2% | +4.9% | +16.5% |
| 5Y | -40.0% | +11.8% | -51.8% | -48.2% |
| 10Y | +21.1% | +211.6% | -190.6% | -29.9% |
| All | +741.2% | +6,292.4% | -5,551.2% | +139.6% |
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