+25.4%
DKS vs Z
-53.4%
+78.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +1.8% |
| 7D | +6.3% | +0.8% | +5.5% | +6.0% |
| 30D | +9.3% | +5.2% | +4.1% | +7.4% |
| 3M | -25.3% | -17.0% | -8.2% | -21.5% |
| 6M | -29.2% | -22.7% | -6.5% | -24.7% |
| YTD | -22.7% | -56.3% | +33.6% | -4.5% |
| 1Y | -30.1% | -57.7% | +27.5% | -12.9% |
| 3Y | +45.6% | -16.5% | +62.2% | +42.9% |
| All | +25.4% | -53.4% | +78.8% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling