+192.6%
DKS vs SAN
+347.0%
-154.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | -4.7% | -2.8% | -2.0% | -3.7% |
| 30D | -35.1% | -0.5% | -34.5% | -34.9% |
| 3M | -37.7% | +22.7% | -60.5% | -42.5% |
| 6M | -30.7% | +28.8% | -59.5% | -37.5% |
| YTD | -31.9% | +26.3% | -58.2% | -38.5% |
| 1Y | -40.0% | +48.8% | -88.9% | -49.2% |
| 3Y | +28.4% | +347.2% | -318.8% | -30.5% |
| 5Y | +12.4% | +383.8% | -371.3% | -43.4% |
| All | +192.6% | +347.0% | -154.4% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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