+198.3%
DKS vs COO
+36.7%
+161.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.2% | +7.0% | +3.6% |
| 7D | -2.9% | -9.0% | +6.1% | +1.3% |
| 30D | -37.7% | -16.8% | -20.9% | -31.8% |
| 3M | -38.9% | -7.5% | -31.4% | -36.3% |
| 6M | -31.1% | -16.3% | -14.8% | -25.1% |
| YTD | -31.8% | -22.5% | -9.3% | -23.3% |
| 1Y | -38.0% | -7.0% | -31.1% | -36.1% |
| 3Y | +28.6% | -27.5% | +56.1% | +43.4% |
| 5Y | +12.5% | -43.3% | +55.9% | +38.0% |
| 10Y | +198.3% | +37.6% | +160.8% | +175.6% |
| All | +198.3% | +36.7% | +161.6% | +175.6% |
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