+6,356.9%
DKS vs SAN
+705.5%
+5,651.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +6.3% | +4.0% | +2.3% | +4.7% |
| 30D | +9.3% | -7.8% | +17.1% | +12.7% |
| 3M | -25.3% | -16.4% | -8.9% | -19.9% |
| 6M | -29.2% | +3.5% | -32.7% | -30.6% |
| YTD | -22.7% | +6.7% | -29.4% | -25.9% |
| 1Y | -30.1% | +14.5% | -44.6% | -34.9% |
| 3Y | +45.6% | +243.5% | -197.9% | -14.4% |
| 5Y | +28.5% | +296.2% | -267.7% | -31.2% |
| 10Y | +235.2% | +268.5% | -33.3% | +69.6% |
| All | +6,356.9% | +705.5% | +5,651.5% | +1,814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling