+196.8%
DKS vs SPXS
-99.6%
+296.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.5% |
| 7D | -3.0% | +2.5% | -5.5% | -2.0% |
| 30D | -33.4% | +4.2% | -37.6% | -32.2% |
| 3M | -39.4% | -9.3% | -30.1% | -41.4% |
| 6M | -30.1% | -30.7% | +0.6% | -38.4% |
| YTD | -31.0% | -28.1% | -2.9% | -37.8% |
| 1Y | -40.2% | -35.1% | -5.1% | -47.7% |
| 3Y | +30.9% | -79.6% | +110.5% | -16.5% |
| 5Y | +14.0% | -86.3% | +100.3% | -24.7% |
| All | +196.8% | -99.6% | +296.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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