+5,845.5%
DKS vs STZ
+1,141.6%
+4,703.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | -30.5% | -1.9% | -28.7% | -29.9% |
| 3M | -35.7% | -6.2% | -29.5% | -34.1% |
| 6M | -29.7% | -14.0% | -15.7% | -25.7% |
| YTD | -28.9% | -5.1% | -23.7% | -28.1% |
| 1Y | -35.9% | -9.6% | -26.3% | -34.3% |
| 3Y | +28.2% | -47.2% | +75.4% | +58.7% |
| 5Y | +11.8% | -33.6% | +45.4% | +25.9% |
| 10Y | +211.6% | -9.8% | +221.4% | +200.7% |
| All | +5,845.5% | +1,141.6% | +4,703.9% | +2,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling