+227.5%
DKS vs ABCL
-79.5%
+307.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.4% |
| 7D | +3.8% | +12.4% | -8.6% | +2.7% |
| 30D | +8.1% | -0.4% | +8.4% | +7.7% |
| 3M | -28.6% | +80.4% | -109.0% | -34.6% |
| 6M | -33.6% | +138.5% | -172.2% | -42.0% |
| YTD | -23.8% | +265.5% | -289.3% | -37.6% |
| 1Y | -30.7% | +219.7% | -250.4% | -42.4% |
| 3Y | +41.5% | +209.4% | -167.9% | +12.0% |
| 5Y | +23.0% | -15.0% | +38.1% | +4.0% |
| All | +227.5% | -79.5% | +307.1% | +187.4% |
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