+192.6%
DKS vs ALM
+2,776.7%
-2,584.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +0.1% |
| 7D | -4.7% | -7.1% | +2.4% | -4.6% |
| 30D | -35.1% | +24.7% | -59.7% | -35.7% |
| 3M | -37.7% | +8.3% | -46.0% | -38.2% |
| 6M | -30.7% | -22.2% | -8.6% | -30.7% |
| YTD | -31.9% | +88.1% | -120.0% | -34.0% |
| 1Y | -40.0% | +272.4% | -312.4% | -43.2% |
| 3Y | +28.4% | +2,004.1% | -1,975.7% | +12.8% |
| 5Y | +12.4% | +915.8% | -903.4% | +0.1% |
| All | +192.6% | +2,776.7% | -2,584.1% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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