+196.8%
DKS vs SONY
+293.1%
-96.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | -3.0% | -2.7% | -0.3% | -1.8% |
| 30D | -33.4% | +1.5% | -34.9% | -33.7% |
| 3M | -39.4% | +13.0% | -52.4% | -42.5% |
| 6M | -30.1% | +11.2% | -41.3% | -33.9% |
| YTD | -31.0% | -6.6% | -24.3% | -29.8% |
| 1Y | -40.2% | -18.1% | -22.0% | -35.6% |
| 3Y | +30.9% | +42.1% | -11.1% | +7.8% |
| 5Y | +14.0% | +11.0% | +3.0% | +2.3% |
| All | +196.8% | +293.1% | -96.3% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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