+71.2%
DKS vs S
-51.5%
+122.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.6% | -1.4% |
| 7D | +3.3% | +4.1% | -0.8% | +2.4% |
| 30D | +5.9% | -7.2% | +13.1% | +7.1% |
| 3M | -27.4% | 0.0% | -27.4% | -28.3% |
| 6M | -32.6% | +41.6% | -74.2% | -38.5% |
| YTD | -24.8% | +48.6% | -73.4% | -32.9% |
| 1Y | -32.8% | +30.0% | -62.9% | -38.6% |
| 3Y | +39.1% | +42.2% | -3.1% | +17.9% |
| 5Y | +25.0% | -70.8% | +95.8% | +37.4% |
| All | +71.2% | -51.5% | +122.8% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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