+851.5%
DIS vs DKS
+6,749.1%
-5,897.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +0.8% |
| 7D | +5.3% | +3.8% | +1.5% | +4.2% |
| 30D | +10.2% | +8.1% | +2.2% | +7.9% |
| 3M | +13.5% | -28.6% | +42.2% | +20.8% |
| 6M | +11.1% | -33.6% | +44.7% | +19.9% |
| YTD | +5.5% | -23.8% | +29.3% | +9.5% |
| 1Y | +9.1% | -30.7% | +39.9% | +15.9% |
| 3Y | +36.0% | +41.5% | -5.5% | +15.9% |
| 5Y | -29.8% | +23.0% | -52.9% | -40.9% |
| 10Y | +36.6% | +236.0% | -199.4% | -22.6% |
| All | +851.5% | +6,749.1% | -5,897.6% | +165.4% |
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