+12.5%
DKS vs SBAC
-44.9%
+57.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -37.7% | +3.9% | -41.6% | -38.1% |
| 3M | -38.9% | -8.2% | -30.7% | -38.2% |
| 6M | -31.1% | -2.8% | -28.3% | -31.2% |
| YTD | -31.8% | -1.5% | -30.3% | -32.2% |
| 1Y | -38.0% | 0.0% | -38.1% | -38.7% |
| 3Y | +28.6% | -8.4% | +37.0% | +26.4% |
| 5Y | +12.5% | -43.5% | +56.1% | +32.3% |
| All | +12.5% | -44.9% | +57.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling