+6,182.7%
DKS vs SBAC
+89,467.7%
-83,285.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | +3.3% | -3.4% | +6.6% | +4.1% |
| 30D | +5.9% | +2.6% | +3.3% | +5.3% |
| 3M | -27.4% | +2.6% | -30.1% | -28.0% |
| 6M | -32.6% | -11.5% | -21.1% | -31.1% |
| YTD | -24.8% | -1.6% | -23.2% | -25.7% |
| 1Y | -32.8% | -5.1% | -27.7% | -33.1% |
| 3Y | +39.1% | -9.3% | +48.4% | +37.3% |
| 5Y | +25.0% | -41.0% | +66.0% | +34.9% |
| 10Y | +226.2% | +108.0% | +118.1% | +155.9% |
| All | +6,182.7% | +89,467.7% | -83,285.0% | +2,464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling