+317.4%
DKS vs SITM
+4,789.7%
-4,472.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.6% |
| 7D | -3.0% | +3.9% | -6.8% | -3.5% |
| 30D | -33.4% | -6.6% | -26.8% | -33.0% |
| 3M | -39.4% | -11.9% | -27.5% | -39.4% |
| 6M | -30.1% | +81.1% | -111.2% | -39.0% |
| YTD | -31.0% | +80.0% | -110.9% | -40.3% |
| 1Y | -40.2% | +145.8% | -186.0% | -51.5% |
| 3Y | +30.9% | +475.9% | -444.9% | -14.0% |
| 5Y | +14.0% | +189.2% | -175.2% | -22.7% |
| All | +317.4% | +4,789.7% | -4,472.3% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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