+5,669.5%
DKS vs SNY
+236.4%
+5,433.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -3.3% | +0.4% | -1.8% |
| 30D | -33.4% | -2.2% | -31.2% | -33.0% |
| 3M | -39.4% | -3.0% | -36.3% | -38.8% |
| 6M | -30.1% | +2.7% | -32.8% | -31.0% |
| YTD | -31.0% | -6.8% | -24.1% | -29.6% |
| 1Y | -40.2% | -5.3% | -34.9% | -39.4% |
| 3Y | +30.9% | -9.8% | +40.7% | +30.6% |
| 5Y | +14.0% | +9.7% | +4.4% | +3.9% |
| 10Y | +202.1% | +64.5% | +137.6% | +130.0% |
| All | +5,669.5% | +236.4% | +5,433.1% | +2,951.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling