+25.4%
DKS vs SAN
+294.0%
-268.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +6.3% | +4.0% | +2.3% | +4.9% |
| 30D | +9.3% | -7.8% | +17.1% | +12.3% |
| 3M | -25.3% | -16.4% | -8.9% | -20.6% |
| 6M | -29.2% | +3.5% | -32.7% | -30.4% |
| YTD | -22.7% | +6.7% | -29.4% | -25.5% |
| 1Y | -30.1% | +14.5% | -44.6% | -34.4% |
| 3Y | +45.6% | +243.5% | -197.9% | -9.0% |
| All | +25.4% | +294.0% | -268.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling