+6,351.8%
DKS vs STZ
+1,307.1%
+5,044.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.3% | -0.9% | +2.2% | +1.7% |
| 30D | +8.9% | +14.9% | -6.0% | +3.3% |
| 3M | -26.4% | +8.4% | -34.8% | -28.6% |
| 6M | -31.1% | +2.8% | -33.9% | -31.9% |
| YTD | -22.8% | +7.5% | -30.3% | -25.7% |
| 1Y | -29.5% | +12.5% | -42.0% | -33.5% |
| 3Y | +42.8% | -35.4% | +78.2% | +63.2% |
| 5Y | +29.2% | -29.3% | +58.5% | +42.1% |
| 10Y | +235.0% | +11.8% | +223.2% | +198.6% |
| All | +6,351.8% | +1,307.1% | +5,044.6% | +2,165.5% |
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 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