+199.6%
DKS vs ZBRA
+435.2%
-235.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.7% |
| 7D | -2.0% | -3.4% | +1.4% | -0.8% |
| 30D | -32.7% | -7.4% | -25.3% | -30.8% |
| 3M | -38.8% | +57.5% | -96.3% | -49.4% |
| 6M | -29.4% | +64.0% | -93.4% | -43.1% |
| YTD | -30.3% | +44.3% | -74.6% | -41.5% |
| 1Y | -39.6% | +10.9% | -50.5% | -44.1% |
| 3Y | +32.2% | +37.5% | -5.3% | +9.3% |
| 5Y | +15.1% | -39.7% | +54.8% | +24.0% |
| All | +199.6% | +435.2% | -235.6% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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