+5,845.5%
DKS vs COO
+898.2%
+4,947.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.9% |
| 30D | -30.5% | -7.0% | -23.5% | -28.2% |
| 3M | -35.7% | +12.2% | -47.9% | -38.2% |
| 6M | -29.7% | -15.1% | -14.6% | -25.0% |
| YTD | -28.9% | -15.1% | -13.8% | -24.1% |
| 1Y | -35.9% | +2.3% | -38.2% | -36.5% |
| 3Y | +28.2% | -23.7% | +51.8% | +38.5% |
| 5Y | +11.8% | -38.9% | +50.7% | +29.8% |
| 10Y | +211.6% | +49.9% | +161.7% | +156.8% |
| All | +5,845.5% | +898.2% | +4,947.3% | +1,911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling