+222.0%
DKS vs DOC
+14.9%
+207.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.3% |
| 7D | -0.7% | +6.2% | -6.9% | -3.4% |
| 30D | +4.6% | +6.5% | -1.9% | +1.7% |
| 3M | -28.9% | -6.2% | -22.7% | -26.9% |
| 6M | -33.5% | +25.6% | -59.1% | -40.9% |
| YTD | -27.2% | +32.1% | -59.3% | -37.0% |
| 1Y | -33.8% | +20.3% | -54.1% | -40.3% |
| 3Y | +31.5% | +42.7% | -11.2% | +7.1% |
| 5Y | +22.5% | -22.2% | +44.6% | +32.8% |
| All | +222.0% | +14.9% | +207.1% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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