+227.2%
DKS vs SPY
+307.0%
-79.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.2% |
| 7D | +6.3% | +2.6% | +3.7% | +3.2% |
| 30D | +9.3% | -2.0% | +11.3% | +11.7% |
| 3M | -25.3% | -2.8% | -22.5% | -22.9% |
| 6M | -29.2% | +2.1% | -31.3% | -31.3% |
| YTD | -22.7% | +11.5% | -34.2% | -32.5% |
| 1Y | -30.1% | +13.5% | -43.6% | -40.2% |
| 3Y | +45.6% | +77.7% | -32.1% | -25.2% |
| 5Y | +28.5% | +72.6% | -44.1% | -31.1% |
| All | +227.2% | +307.0% | -79.8% | -36.4% |
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