+236.0%
DKS vs ALLE
+233.6%
+2.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +3.2% |
| 7D | +3.8% | -0.6% | +4.5% | +4.4% |
| 30D | +8.1% | +26.6% | -18.5% | -6.8% |
| 3M | -28.6% | +13.2% | -41.8% | -33.9% |
| 6M | -33.6% | +42.9% | -76.5% | -47.3% |
| YTD | -23.8% | +21.0% | -44.8% | -33.7% |
| 1Y | -30.7% | +15.2% | -45.9% | -37.9% |
| 3Y | +41.5% | +95.6% | -54.1% | -11.1% |
| 5Y | +23.0% | +53.4% | -30.4% | -11.3% |
| 10Y | +236.0% | +221.5% | +14.5% | +63.7% |
| All | +236.0% | +233.6% | +2.3% | +63.7% |
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