+199.6%
DKS vs SIRI
-10.2%
+209.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -32.7% | +2.5% | -35.2% | -33.3% |
| 3M | -38.8% | +6.6% | -45.4% | -40.1% |
| 6M | -29.4% | +32.9% | -62.3% | -35.4% |
| YTD | -30.3% | +50.5% | -80.8% | -38.7% |
| 1Y | -39.6% | +28.0% | -67.6% | -44.5% |
| 3Y | +32.2% | -22.4% | +54.6% | +31.9% |
| 5Y | +15.1% | -41.3% | +56.4% | +17.9% |
| All | +199.6% | -10.2% | +209.8% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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