+12.5%
DKS vs EXEL
+194.6%
-182.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -37.7% | +10.1% | -47.9% | -39.1% |
| 3M | -38.9% | +10.1% | -49.0% | -40.3% |
| 6M | -31.1% | +37.7% | -68.8% | -35.8% |
| YTD | -31.8% | +33.1% | -64.9% | -36.2% |
| 1Y | -38.0% | +52.4% | -90.4% | -43.8% |
| 3Y | +28.6% | +163.8% | -135.2% | -1.7% |
| 5Y | +12.5% | +198.5% | -186.0% | -23.5% |
| All | +12.5% | +194.6% | -182.1% | -23.5% |
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