+192.6%
DKS vs EXPD
+308.0%
-115.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.0% |
| 7D | -0.4% | -0.9% | +0.5% | +0.1% |
| 30D | -36.6% | +4.1% | -40.7% | -38.2% |
| 3M | -37.6% | +13.8% | -51.4% | -42.5% |
| 6M | -32.1% | +27.3% | -59.4% | -42.0% |
| YTD | -32.3% | +25.4% | -57.8% | -42.5% |
| 1Y | -39.5% | +54.4% | -93.9% | -55.3% |
| 3Y | +27.7% | +67.9% | -40.2% | -12.3% |
| 5Y | +15.0% | +59.2% | -44.2% | -20.7% |
| 10Y | +192.6% | +308.6% | -116.0% | +10.9% |
| All | +192.6% | +308.0% | -115.4% | +10.9% |
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