+5,845.5%
DKS vs SM
+249.2%
+5,596.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -30.5% | +26.3% | -56.8% | -33.0% |
| 3M | -35.7% | +8.7% | -44.4% | -37.0% |
| 6M | -29.7% | +51.7% | -81.4% | -35.2% |
| YTD | -28.9% | +99.0% | -127.9% | -37.4% |
| 1Y | -35.9% | +34.6% | -70.5% | -40.2% |
| 3Y | +28.2% | -7.8% | +35.9% | +24.2% |
| 5Y | +11.8% | +104.8% | -93.0% | -7.5% |
| 10Y | +211.6% | +7.2% | +204.4% | +105.1% |
| All | +5,845.5% | +249.2% | +5,596.3% | +1,546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling