+198.3%
DKS vs ALK
-39.2%
+237.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.1% |
| 7D | -2.9% | -3.0% | +0.1% | -1.8% |
| 30D | -37.7% | -14.6% | -23.1% | -34.3% |
| 3M | -38.9% | -10.6% | -28.4% | -37.5% |
| 6M | -31.1% | -6.7% | -24.4% | -31.8% |
| YTD | -31.8% | -19.8% | -12.1% | -29.1% |
| 1Y | -38.0% | -35.2% | -2.8% | -30.2% |
| 3Y | +28.6% | +1.4% | +27.2% | +12.8% |
| 5Y | +12.5% | -30.7% | +43.2% | +13.4% |
| 10Y | +198.3% | -37.4% | +235.7% | +159.7% |
| All | +198.3% | -39.2% | +237.6% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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