+5,598.2%
DKS vs SPYG
+1,638.1%
+3,960.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.2% |
| 30D | -37.7% | -1.7% | -36.0% | -36.7% |
| 3M | -38.9% | +3.6% | -42.6% | -41.8% |
| 6M | -31.1% | +16.6% | -47.7% | -42.2% |
| YTD | -31.8% | +13.4% | -45.2% | -41.2% |
| 1Y | -38.0% | +19.6% | -57.6% | -49.6% |
| 3Y | +28.6% | +99.8% | -71.1% | -39.0% |
| 5Y | +12.5% | +85.0% | -72.4% | -42.3% |
| 10Y | +198.3% | +422.1% | -223.8% | -51.9% |
| All | +5,598.2% | +1,638.1% | +3,960.1% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling