+196.8%
DKS vs SPYG
+424.6%
-227.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | -3.0% | -0.9% | -2.1% | -2.1% |
| 30D | -33.4% | -1.5% | -31.9% | -32.6% |
| 3M | -39.4% | +3.7% | -43.1% | -42.0% |
| 6M | -30.1% | +16.4% | -46.5% | -40.2% |
| YTD | -31.0% | +13.3% | -44.3% | -39.5% |
| 1Y | -40.2% | +17.9% | -58.0% | -49.6% |
| 3Y | +30.9% | +98.3% | -67.4% | -32.7% |
| 5Y | +14.0% | +86.4% | -72.4% | -38.0% |
| All | +196.8% | +424.6% | -227.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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