+227.2%
DKS vs SBAC
+114.8%
+112.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.4% |
| 7D | +6.3% | +0.6% | +5.7% | +6.2% |
| 30D | +9.3% | +5.5% | +3.8% | +8.1% |
| 3M | -25.3% | +3.1% | -28.4% | -25.9% |
| 6M | -29.2% | -7.0% | -22.2% | -28.5% |
| YTD | -22.7% | +0.5% | -23.2% | -23.8% |
| 1Y | -30.1% | +0.2% | -30.3% | -31.1% |
| 3Y | +45.6% | -7.4% | +53.0% | +42.8% |
| 5Y | +28.5% | -39.7% | +68.2% | +40.9% |
| All | +227.2% | +114.8% | +112.4% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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