+11.7%
DKS vs STZ
-38.2%
+50.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -2.8% |
| 7D | -0.4% | -7.4% | +7.0% | +2.5% |
| 30D | -36.6% | -10.9% | -25.7% | -33.7% |
| 3M | -37.6% | -13.4% | -24.2% | -34.2% |
| 6M | -32.1% | -16.2% | -15.9% | -27.7% |
| YTD | -32.3% | -10.4% | -21.9% | -30.4% |
| 1Y | -39.5% | -14.8% | -24.7% | -36.7% |
| 3Y | +27.7% | -50.1% | +77.8% | +64.1% |
| All | +11.7% | -38.2% | +50.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling