+192.6%
DKS vs EXEL
+386.3%
-193.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | -4.7% | -2.9% | -1.9% | -4.2% |
| 30D | -35.1% | +11.9% | -46.9% | -36.7% |
| 3M | -37.7% | +9.2% | -46.9% | -39.0% |
| 6M | -30.7% | +39.1% | -69.8% | -35.4% |
| YTD | -31.9% | +31.0% | -63.0% | -35.9% |
| 1Y | -40.0% | +52.3% | -92.3% | -45.3% |
| 3Y | +28.4% | +159.7% | -131.3% | +2.7% |
| 5Y | +12.4% | +187.7% | -175.3% | -13.1% |
| All | +192.6% | +386.3% | -193.7% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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