+55.3%
DKS vs S
-57.7%
+113.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | -37.7% | -12.6% | -25.2% | -36.1% |
| 3M | -38.9% | +27.6% | -66.5% | -42.3% |
| 6M | -31.1% | +35.5% | -66.6% | -36.5% |
| YTD | -31.8% | +29.6% | -61.4% | -36.8% |
| 1Y | -38.0% | +8.1% | -46.2% | -40.6% |
| 3Y | +28.6% | +14.8% | +13.9% | +15.1% |
| 5Y | +12.5% | -70.6% | +83.1% | +23.6% |
| All | +55.3% | -57.7% | +113.0% | +72.3% |
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