+75.8%
DKS vs S
-48.3%
+124.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.3% | +1.2% | +0.1% | +1.0% |
| 30D | +8.9% | -7.3% | +16.2% | +10.1% |
| 3M | -26.4% | +5.9% | -32.2% | -28.0% |
| 6M | -31.1% | +45.6% | -76.7% | -37.4% |
| YTD | -22.8% | +58.5% | -81.3% | -32.0% |
| 1Y | -29.5% | +37.6% | -67.1% | -36.2% |
| 3Y | +42.8% | +51.7% | -8.9% | +19.6% |
| 5Y | +29.2% | -67.5% | +96.7% | +39.1% |
| All | +75.8% | -48.3% | +124.2% | +85.3% |
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