+192.6%
DKS vs STZ
-10.3%
+203.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -1.0% |
| 7D | -4.7% | -4.1% | -0.7% | -2.9% |
| 30D | -35.1% | -7.6% | -27.5% | -32.6% |
| 3M | -37.7% | -12.3% | -25.4% | -34.0% |
| 6M | -30.7% | -16.3% | -14.4% | -25.4% |
| YTD | -31.9% | -8.4% | -23.6% | -30.2% |
| 1Y | -40.0% | -10.8% | -29.2% | -38.0% |
| 3Y | +28.4% | -49.0% | +77.4% | +68.0% |
| 5Y | +12.4% | -36.5% | +48.9% | +30.8% |
| All | +192.6% | -10.3% | +203.0% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling