+218.4%
DKS vs ALLE
+208.6%
+9.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +3.3% | +1.6% | +1.7% | +2.3% |
| 30D | +5.9% | +24.1% | -18.2% | -7.6% |
| 3M | -27.4% | +14.8% | -42.3% | -33.3% |
| 6M | -32.6% | +45.9% | -78.5% | -47.2% |
| YTD | -24.8% | +20.7% | -45.6% | -34.5% |
| 1Y | -32.8% | +14.2% | -47.0% | -39.4% |
| 3Y | +39.1% | +90.7% | -51.6% | -11.3% |
| 5Y | +25.0% | +50.6% | -25.6% | -8.9% |
| All | +218.4% | +208.6% | +9.8% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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