+970.9%
DKS vs PSKY
-42.6%
+1,013.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -0.4% | +2.4% | -2.8% | -1.2% |
| 30D | -36.6% | +17.5% | -54.1% | -40.2% |
| 3M | -37.6% | +4.4% | -42.1% | -39.0% |
| 6M | -32.1% | -9.0% | -23.0% | -31.3% |
| YTD | -32.3% | -18.6% | -13.7% | -30.3% |
| 1Y | -39.5% | -27.7% | -11.8% | -36.9% |
| 3Y | +27.7% | -16.9% | +44.5% | +11.8% |
| 5Y | +15.0% | -70.3% | +85.3% | +38.4% |
| 10Y | +192.6% | -74.9% | +267.5% | +209.3% |
| All | +970.9% | -42.6% | +1,013.5% | +557.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling