+192.6%
DKS vs SPY
+318.9%
-126.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | -4.7% | -2.0% | -2.8% | -2.4% |
| 30D | -35.1% | -1.7% | -33.4% | -33.8% |
| 3M | -37.7% | +4.7% | -42.5% | -41.3% |
| 6M | -30.7% | +12.5% | -43.2% | -40.1% |
| YTD | -31.9% | +11.7% | -43.6% | -40.6% |
| 1Y | -40.0% | +17.5% | -57.5% | -50.6% |
| 3Y | +28.4% | +76.6% | -48.2% | -33.6% |
| 5Y | +12.4% | +82.0% | -69.6% | -43.2% |
| All | +192.6% | +318.9% | -126.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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