+199.6%
DKS vs SNY
+64.5%
+135.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -2.0% | -3.3% | +1.3% | -1.1% |
| 30D | -32.7% | -2.2% | -30.6% | -32.4% |
| 3M | -38.8% | -3.0% | -35.8% | -38.3% |
| 6M | -29.4% | +2.7% | -32.2% | -30.2% |
| YTD | -30.3% | -6.8% | -23.5% | -29.2% |
| 1Y | -39.6% | -5.3% | -34.3% | -38.9% |
| 3Y | +32.2% | -9.8% | +42.0% | +32.2% |
| 5Y | +15.1% | +9.7% | +5.4% | +4.8% |
| All | +199.6% | +64.5% | +135.1% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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