+192.6%
DKS vs IBN
+316.4%
-123.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -4.7% | -5.5% | +0.7% | -3.0% |
| 30D | -35.1% | -3.4% | -31.6% | -34.6% |
| 3M | -37.7% | +8.7% | -46.4% | -39.6% |
| 6M | -30.7% | +3.7% | -34.5% | -31.9% |
| YTD | -31.9% | -2.4% | -29.6% | -31.8% |
| 1Y | -40.0% | -8.1% | -31.9% | -38.8% |
| 3Y | +28.4% | +26.3% | +2.1% | +17.5% |
| 5Y | +12.4% | +54.9% | -42.5% | -3.6% |
| All | +192.6% | +316.4% | -123.8% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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