+199.6%
DKS vs DGX
+255.3%
-55.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | -32.7% | -1.2% | -31.6% | -32.4% |
| 3M | -38.8% | +15.8% | -54.6% | -43.2% |
| 6M | -29.4% | +18.2% | -47.6% | -35.4% |
| YTD | -30.3% | +37.2% | -67.5% | -41.1% |
| 1Y | -39.6% | +30.4% | -70.0% | -48.0% |
| 3Y | +32.2% | +96.7% | -64.5% | -12.8% |
| 5Y | +15.1% | +67.2% | -52.1% | -18.0% |
| All | +199.6% | +255.3% | -55.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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