+236.0%
DKS vs ALK
-37.5%
+273.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +2.1% |
| 7D | +3.8% | +8.9% | -5.1% | +0.5% |
| 30D | +8.1% | +5.9% | +2.1% | +5.4% |
| 3M | -28.6% | -16.5% | -12.1% | -24.4% |
| 6M | -33.6% | +2.1% | -35.7% | -36.2% |
| YTD | -23.8% | -17.1% | -6.7% | -22.1% |
| 1Y | -30.7% | -2.9% | -27.9% | -33.8% |
| 3Y | +41.5% | +24.5% | +17.0% | +13.2% |
| 5Y | +23.0% | -29.1% | +52.2% | +23.1% |
| 10Y | +236.0% | -39.1% | +275.1% | +202.2% |
| All | +236.0% | -37.5% | +273.4% | +202.2% |
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