+5,669.5%
DKS vs NYT
+89.7%
+5,579.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -33.4% | +4.6% | -38.0% | -34.6% |
| 3M | -39.4% | -9.6% | -29.8% | -37.8% |
| 6M | -30.1% | -14.0% | -16.1% | -27.4% |
| YTD | -31.0% | -2.8% | -28.1% | -31.6% |
| 1Y | -40.2% | +15.6% | -55.8% | -44.3% |
| 3Y | +30.9% | +56.3% | -25.4% | +7.9% |
| 5Y | +14.0% | +39.5% | -25.5% | -4.7% |
| 10Y | +202.1% | +488.0% | -286.0% | +48.5% |
| All | +5,669.5% | +89.7% | +5,579.8% | +3,110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling