+196.8%
DKS vs SPXU
-99.6%
+296.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.5% |
| 7D | -3.0% | +2.5% | -5.4% | -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% | -2.8% | -37.9% |
| 1Y | -40.2% | -35.2% | -4.9% | -47.8% |
| 3Y | +30.9% | -79.9% | +110.9% | -17.4% |
| 5Y | +14.0% | -86.4% | +100.4% | -25.2% |
| All | +196.8% | -99.6% | +296.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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