+192.6%
DKS vs SBAC
+83.0%
+109.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | +0.4% |
| 7D | -4.7% | -5.3% | +0.5% | -3.7% |
| 30D | -35.1% | +0.4% | -35.4% | -35.2% |
| 3M | -37.7% | -11.9% | -25.8% | -36.2% |
| 6M | -30.7% | -4.5% | -26.3% | -30.8% |
| YTD | -31.9% | -4.3% | -27.6% | -32.1% |
| 1Y | -40.0% | -3.9% | -36.1% | -40.4% |
| 3Y | +28.4% | -11.0% | +39.4% | +26.8% |
| 5Y | +12.4% | -44.1% | +56.5% | +25.3% |
| All | +192.6% | +83.0% | +109.6% | +170.3% |
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