+268.1%
DKS vs Z
+25.1%
+243.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +3.0% | -3.0% | +6.0% | +3.8% |
| 30D | -30.5% | -4.2% | -26.4% | -29.8% |
| 3M | -35.7% | -3.7% | -32.0% | -35.4% |
| 6M | -29.7% | -24.5% | -5.2% | -25.4% |
| YTD | -28.9% | -49.3% | +20.4% | -17.6% |
| 1Y | -35.9% | -58.7% | +22.8% | -22.3% |
| 3Y | +28.2% | -34.1% | +62.3% | +34.6% |
| 5Y | +11.8% | -64.5% | +76.4% | +25.7% |
| 10Y | +211.6% | -0.5% | +212.1% | +145.0% |
| All | +268.1% | +25.1% | +243.0% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling