+235.0%
DKS vs COO
+40.2%
+194.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.3% | -2.3% | +3.6% | +2.4% |
| 30D | +8.9% | +13.3% | -4.4% | +3.1% |
| 3M | -26.4% | -18.1% | -8.3% | -19.4% |
| 6M | -31.1% | +6.7% | -37.8% | -33.2% |
| YTD | -22.8% | -23.2% | +0.4% | -13.4% |
| 1Y | -29.5% | -12.3% | -17.2% | -25.6% |
| 3Y | +42.8% | -23.6% | +66.4% | +54.2% |
| 5Y | +29.2% | -38.7% | +67.9% | +52.1% |
| 10Y | +235.0% | +42.2% | +192.8% | +209.6% |
| All | +235.0% | +40.2% | +194.8% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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