+227.2%
DKS vs STLA
-4.1%
+231.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | +6.3% | -13.8% | +20.1% | +12.1% |
| 30D | +9.3% | -10.5% | +19.8% | +13.1% |
| 3M | -25.3% | -28.9% | +3.6% | -16.4% |
| 6M | -29.2% | -49.7% | +20.5% | -10.6% |
| YTD | -22.7% | -64.9% | +42.2% | +9.1% |
| 1Y | -30.1% | -64.0% | +33.9% | -2.5% |
| 3Y | +45.6% | -77.4% | +123.1% | +131.3% |
| 5Y | +28.5% | -74.4% | +102.9% | +85.9% |
| All | +227.2% | -4.1% | +231.3% | +210.6% |
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