+12.5%
DKS vs STLA
-63.2%
+75.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -37.7% | -5.2% | -32.5% | -36.7% |
| 3M | -38.9% | -24.9% | -14.1% | -33.1% |
| 6M | -31.1% | -25.2% | -5.9% | -25.0% |
| YTD | -31.8% | -51.4% | +19.6% | -14.9% |
| 1Y | -38.0% | -40.7% | +2.6% | -29.3% |
| 3Y | +28.6% | -66.3% | +94.9% | +70.8% |
| 5Y | +12.5% | -63.2% | +75.8% | +28.8% |
| All | +12.5% | -63.2% | +75.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling