+5,724.2%
DKS vs PHM
+1,257.0%
+4,467.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.7% |
| 7D | -2.0% | -5.0% | +2.9% | 0.0% |
| 30D | -32.7% | -8.4% | -24.3% | -30.4% |
| 3M | -38.8% | -4.4% | -34.4% | -37.9% |
| 6M | -29.4% | -3.7% | -25.7% | -28.8% |
| YTD | -30.3% | +1.3% | -31.6% | -31.3% |
| 1Y | -39.6% | -14.0% | -25.6% | -36.6% |
| 3Y | +32.2% | +48.1% | -15.9% | +9.9% |
| 5Y | +15.1% | +158.8% | -143.7% | -24.0% |
| 10Y | +204.9% | +562.8% | -357.9% | +39.0% |
| All | +5,724.2% | +1,257.0% | +4,467.2% | +1,476.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded PHM 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling