+5,973.9%
DKS vs EXPD
+1,512.2%
+4,461.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.0% |
| 7D | -2.1% | -7.2% | +5.1% | +1.4% |
| 30D | +7.3% | -3.3% | +10.6% | +8.9% |
| 3M | -28.4% | +3.4% | -31.8% | -30.1% |
| 6M | -36.9% | +22.7% | -59.6% | -43.8% |
| YTD | -27.3% | +24.5% | -51.8% | -36.8% |
| 1Y | -33.2% | +38.6% | -71.9% | -45.1% |
| 3Y | +32.2% | +71.5% | -39.3% | -4.2% |
| 5Y | +22.3% | +56.2% | -34.0% | -8.3% |
| 10Y | +230.5% | +310.5% | -80.0% | +52.0% |
| All | +5,973.9% | +1,512.2% | +4,461.7% | +1,433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling