+667.3%
DKS vs STLA
+152.6%
+514.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -1.2% |
| 7D | +3.3% | -13.1% | +16.3% | +6.7% |
| 30D | +5.9% | -13.3% | +19.2% | +9.2% |
| 3M | -27.4% | -27.9% | +0.4% | -22.1% |
| 6M | -32.6% | -47.8% | +15.2% | -22.2% |
| YTD | -24.8% | -64.6% | +39.7% | -6.1% |
| 1Y | -32.8% | -64.0% | +31.2% | -16.5% |
| 3Y | +39.1% | -76.8% | +115.9% | +86.4% |
| 5Y | +25.0% | -74.2% | +99.2% | +60.2% |
| 10Y | +226.2% | -5.4% | +231.5% | +235.7% |
| All | +667.3% | +152.6% | +514.7% | +700.9% |
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