+28.2%
DKS vs DOC
-21.9%
+50.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.4% |
| 7D | +8.4% | +8.7% | -0.3% | +4.8% |
| 30D | +7.7% | +7.6% | 0.0% | +4.5% |
| 3M | -25.8% | -5.3% | -20.5% | -24.2% |
| 6M | -31.0% | +27.6% | -58.6% | -38.3% |
| YTD | -23.8% | +32.4% | -56.2% | -33.3% |
| 1Y | -29.8% | +22.9% | -52.7% | -36.7% |
| 3Y | +37.7% | +43.1% | -5.4% | +13.8% |
| All | +28.2% | -21.9% | +50.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling