+12.4%
DKS vs PSKY
-71.2%
+83.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.4% |
| 7D | -4.7% | -6.0% | +1.2% | -3.9% |
| 30D | -35.1% | +10.7% | -45.7% | -36.2% |
| 3M | -37.7% | +1.2% | -38.9% | -38.1% |
| 6M | -30.7% | +1.5% | -32.2% | -31.4% |
| YTD | -31.9% | -21.8% | -10.2% | -30.3% |
| 1Y | -40.0% | -30.2% | -9.8% | -38.2% |
| 3Y | +28.4% | -20.1% | +48.5% | +21.3% |
| 5Y | +12.4% | -70.5% | +82.9% | +34.3% |
| All | +12.4% | -71.2% | +83.6% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling