+5,588.8%
DKS vs DGX
+903.5%
+4,685.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.7% |
| 7D | -4.7% | -3.5% | -1.3% | -3.2% |
| 30D | -35.1% | -2.7% | -32.4% | -34.3% |
| 3M | -37.7% | +13.9% | -51.6% | -41.6% |
| 6M | -30.7% | +16.0% | -46.8% | -35.8% |
| YTD | -31.9% | +34.9% | -66.9% | -41.5% |
| 1Y | -40.0% | +30.6% | -70.6% | -47.9% |
| 3Y | +28.4% | +93.0% | -64.6% | -10.6% |
| 5Y | +12.4% | +64.4% | -52.0% | -16.4% |
| 10Y | +197.8% | +248.1% | -50.2% | +50.6% |
| All | +5,588.8% | +903.5% | +4,685.3% | +1,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling