+190.8%
DKS vs ABCL
-81.2%
+272.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -0.4% | +1.4% | -1.9% | -0.6% |
| 30D | -36.6% | +65.1% | -101.7% | -41.1% |
| 3M | -37.6% | +111.1% | -148.7% | -44.1% |
| 6M | -32.1% | +231.6% | -263.7% | -43.0% |
| YTD | -32.3% | +234.5% | -266.8% | -43.8% |
| 1Y | -39.5% | +174.3% | -213.8% | -48.9% |
| 3Y | +27.7% | +111.5% | -83.8% | +5.5% |
| 5Y | +15.0% | -37.3% | +52.3% | -1.5% |
| All | +190.8% | -81.2% | +272.1% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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