+62.0%
DKS vs S
-56.8%
+118.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.0% | -7.7% | +10.7% | +4.6% |
| 30D | -30.5% | -5.3% | -25.2% | -29.8% |
| 3M | -35.7% | +20.3% | -56.0% | -38.5% |
| 6M | -29.7% | +47.4% | -77.1% | -36.4% |
| YTD | -28.9% | +32.5% | -61.4% | -34.4% |
| 1Y | -35.9% | +9.5% | -45.4% | -38.7% |
| 3Y | +28.2% | +15.5% | +12.6% | +14.5% |
| 5Y | +11.8% | -71.2% | +83.0% | +22.9% |
| All | +62.0% | -56.8% | +118.8% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling