+12.5%
DKS vs SM
+119.2%
-106.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -37.7% | +20.3% | -58.0% | -39.8% |
| 3M | -38.9% | +22.9% | -61.8% | -41.7% |
| 6M | -31.1% | +47.8% | -78.9% | -37.7% |
| YTD | -31.8% | +107.5% | -139.3% | -43.3% |
| 1Y | -38.0% | +51.7% | -89.8% | -44.8% |
| 3Y | +28.6% | -0.9% | +29.5% | +20.3% |
| 5Y | +12.5% | +112.2% | -99.7% | -9.9% |
| All | +12.5% | +119.2% | -106.7% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling