+227.2%
DKS vs STZ
+13.4%
+213.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.5% |
| 7D | +6.3% | +2.6% | +3.7% | +5.1% |
| 30D | +9.3% | +15.2% | -5.9% | +2.7% |
| 3M | -25.3% | +7.6% | -32.9% | -27.6% |
| 6M | -29.2% | +5.3% | -34.5% | -31.0% |
| YTD | -22.7% | +8.6% | -31.4% | -26.7% |
| 1Y | -30.1% | +15.6% | -45.7% | -35.7% |
| 3Y | +45.6% | -35.2% | +80.8% | +70.5% |
| 5Y | +28.5% | -29.1% | +57.6% | +42.9% |
| All | +227.2% | +13.4% | +213.9% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling