+192.6%
DKS vs Z
-6.2%
+198.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.6% |
| 7D | -4.7% | -11.6% | +6.8% | -1.6% |
| 30D | -35.1% | -8.5% | -26.6% | -33.5% |
| 3M | -37.7% | -7.9% | -29.8% | -36.7% |
| 6M | -30.7% | -29.1% | -1.7% | -25.1% |
| YTD | -31.9% | -54.2% | +22.3% | -18.2% |
| 1Y | -40.0% | -63.5% | +23.5% | -23.8% |
| 3Y | +28.4% | -38.6% | +67.0% | +37.6% |
| 5Y | +12.4% | -66.0% | +78.4% | +28.9% |
| All | +192.6% | -6.2% | +198.8% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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