+5,845.5%
DKS vs SAN
+872.9%
+4,972.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +3.0% | +1.8% | +1.2% | +2.3% |
| 30D | -30.5% | +2.0% | -32.5% | -31.0% |
| 3M | -35.7% | +19.7% | -55.4% | -40.2% |
| 6M | -29.7% | +30.6% | -60.3% | -37.2% |
| YTD | -28.9% | +28.8% | -57.7% | -36.5% |
| 1Y | -35.9% | +57.8% | -93.6% | -47.3% |
| 3Y | +28.2% | +338.1% | -310.0% | -31.4% |
| 5Y | +11.8% | +384.2% | -372.4% | -44.8% |
| 10Y | +211.6% | +353.1% | -141.5% | +45.3% |
| All | +5,845.5% | +872.9% | +4,972.7% | +1,540.9% |
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