+236.7%
DKS vs EXPD
+329.8%
-93.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +9.4% | -7.4% | +16.8% | +14.2% |
| 30D | +9.8% | -2.1% | +11.9% | +10.8% |
| 3M | -29.3% | +5.7% | -35.0% | -32.0% |
| 6M | -32.6% | +21.4% | -53.9% | -40.6% |
| YTD | -22.6% | +27.6% | -50.2% | -35.2% |
| 1Y | -29.8% | +36.1% | -65.9% | -43.6% |
| 3Y | +43.2% | +69.9% | -26.7% | -2.6% |
| 5Y | +29.8% | +59.7% | -29.9% | -10.5% |
| 10Y | +236.7% | +323.0% | -86.4% | +23.0% |
| All | +236.7% | +329.8% | -93.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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