+193.1%
DKS vs STZ
-12.0%
+205.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | -2.9% | -6.0% | +3.1% | -0.2% |
| 30D | -37.7% | -8.9% | -28.8% | -35.0% |
| 3M | -38.9% | -12.6% | -26.4% | -35.2% |
| 6M | -31.1% | -17.2% | -13.9% | -25.4% |
| YTD | -31.8% | -10.0% | -21.8% | -29.5% |
| 1Y | -38.0% | -14.3% | -23.7% | -34.8% |
| 3Y | +28.6% | -49.9% | +78.5% | +69.7% |
| 5Y | +12.5% | -38.2% | +50.8% | +32.7% |
| All | +193.1% | -12.0% | +205.1% | +180.7% |
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