+199.6%
DKS vs STLA
+55.1%
+144.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.5% |
| 7D | -2.0% | -2.9% | +0.8% | -1.0% |
| 30D | -32.7% | +0.9% | -33.7% | -33.1% |
| 3M | -38.8% | -21.6% | -17.2% | -33.6% |
| 6M | -29.4% | -21.6% | -7.8% | -24.1% |
| YTD | -30.3% | -50.4% | +20.1% | -12.8% |
| 1Y | -39.6% | -43.6% | +4.0% | -28.8% |
| 3Y | +32.2% | -66.4% | +98.6% | +81.4% |
| 5Y | +15.1% | -62.3% | +77.4% | +44.8% |
| All | +199.6% | +55.1% | +144.5% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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