+199.6%
DKS vs SM
+23.0%
+176.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.0% | +4.6% | -6.6% | -2.6% |
| 30D | -32.7% | +18.2% | -51.0% | -34.2% |
| 3M | -38.8% | +22.5% | -61.3% | -40.7% |
| 6M | -29.4% | +50.6% | -80.0% | -34.1% |
| YTD | -30.3% | +108.1% | -138.4% | -37.9% |
| 1Y | -39.6% | +46.0% | -85.6% | -43.7% |
| 3Y | +32.2% | +2.9% | +29.3% | +26.8% |
| 5Y | +15.1% | +112.6% | -97.5% | -1.4% |
| All | +199.6% | +23.0% | +176.6% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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