+25.4%
DKS vs EXEL
+281.2%
-255.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +6.3% | -0.8% | +7.1% | +6.5% |
| 30D | +9.3% | +13.1% | -3.8% | +6.5% |
| 3M | -25.3% | +36.3% | -61.6% | -30.4% |
| 6M | -29.2% | +34.5% | -63.7% | -34.0% |
| YTD | -22.7% | +57.4% | -80.2% | -30.8% |
| 1Y | -30.1% | +62.9% | -93.0% | -37.9% |
| 3Y | +45.6% | +229.5% | -183.9% | +0.8% |
| All | +25.4% | +281.2% | -255.9% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling