+6,182.7%
DKS vs SM
+214.0%
+5,968.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -3.4% |
| 7D | +3.3% | +10.6% | -7.3% | +1.6% |
| 30D | +5.9% | -15.0% | +20.9% | +7.9% |
| 3M | -27.4% | +1.7% | -29.1% | -28.3% |
| 6M | -32.6% | +5.9% | -38.5% | -34.4% |
| YTD | -24.8% | +79.0% | -103.8% | -33.4% |
| 1Y | -32.8% | +84.7% | -117.5% | -40.9% |
| 3Y | +39.1% | -3.5% | +42.5% | +32.9% |
| 5Y | +25.0% | +4.9% | +20.1% | +13.8% |
| 10Y | +226.2% | +17.7% | +208.5% | +109.8% |
| All | +6,182.7% | +214.0% | +5,968.7% | +1,652.1% |
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