+235.0%
DKS vs EXPD
+337.7%
-102.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.9% |
| 7D | +1.3% | -1.6% | +2.9% | +2.2% |
| 30D | +8.9% | +0.6% | +8.3% | +8.2% |
| 3M | -26.4% | +9.8% | -36.2% | -30.8% |
| 6M | -31.1% | +25.8% | -56.8% | -40.5% |
| YTD | -22.8% | +31.3% | -54.1% | -36.4% |
| 1Y | -29.5% | +40.9% | -70.4% | -44.5% |
| 3Y | +42.8% | +74.7% | -31.9% | -4.5% |
| 5Y | +29.2% | +62.9% | -33.7% | -11.9% |
| 10Y | +235.0% | +334.3% | -99.4% | +21.9% |
| All | +235.0% | +337.7% | -102.8% | +21.9% |
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