+192.6%
DKS vs ALLE
+148.2%
+44.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.4% |
| 7D | -0.4% | +2.8% | -3.2% | -2.1% |
| 30D | -36.6% | -7.6% | -29.0% | -33.2% |
| 3M | -37.6% | +22.8% | -60.4% | -45.5% |
| 6M | -32.1% | +4.6% | -36.7% | -34.6% |
| YTD | -32.3% | -1.2% | -31.1% | -33.0% |
| 1Y | -39.5% | -9.1% | -30.4% | -36.9% |
| 3Y | +27.7% | +50.0% | -22.3% | -5.1% |
| 5Y | +15.0% | +15.2% | -0.2% | -0.9% |
| 10Y | +192.6% | +151.1% | +41.5% | +61.1% |
| All | +192.6% | +148.2% | +44.4% | +61.1% |
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