+236.0%
DKS vs EXPD
+334.2%
-98.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +3.3% |
| 7D | +3.8% | -5.5% | +9.3% | +7.0% |
| 30D | +8.1% | -1.9% | +10.0% | +9.0% |
| 3M | -28.6% | +6.1% | -34.7% | -31.5% |
| 6M | -33.6% | +21.6% | -55.2% | -41.6% |
| YTD | -23.8% | +27.9% | -51.7% | -36.2% |
| 1Y | -30.7% | +39.4% | -70.1% | -45.2% |
| 3Y | +41.5% | +72.7% | -31.1% | -4.8% |
| 5Y | +23.0% | +60.3% | -37.3% | -15.4% |
| 10Y | +236.0% | +332.6% | -96.6% | +20.8% |
| All | +236.0% | +334.2% | -98.2% | +20.8% |
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