+199.6%
DKS vs NYT
+489.9%
-290.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -32.7% | +4.6% | -37.3% | -34.1% |
| 3M | -38.8% | -9.6% | -29.2% | -37.1% |
| 6M | -29.4% | -14.0% | -15.4% | -26.5% |
| YTD | -30.3% | -2.8% | -27.5% | -31.1% |
| 1Y | -39.6% | +15.6% | -55.2% | -44.3% |
| 3Y | +32.2% | +56.3% | -24.1% | +5.8% |
| 5Y | +15.1% | +39.5% | -24.4% | -7.2% |
| All | +199.6% | +489.9% | -290.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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