+626.1%
DKS vs STLA
+263.8%
+362.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +3.0% | +2.6% | +0.4% | +2.3% |
| 30D | -30.5% | -1.2% | -29.3% | -30.4% |
| 3M | -35.7% | -24.8% | -10.9% | -31.5% |
| 6M | -29.7% | -25.6% | -4.1% | -25.2% |
| YTD | -28.9% | -48.9% | +20.1% | -18.1% |
| 1Y | -35.9% | -38.8% | +2.9% | -29.8% |
| 3Y | +28.2% | -64.5% | +92.7% | +56.0% |
| 5Y | +11.8% | -62.4% | +74.3% | +31.7% |
| 10Y | +211.6% | +55.4% | +156.2% | +192.0% |
| All | +626.1% | +263.8% | +362.3% | +598.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling