+87.1%
DOCN vs DKS
+134.6%
-47.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -12.1% | +9.4% | -21.6% | -15.4% |
| 30D | -41.0% | +9.8% | -50.8% | -43.8% |
| 3M | -38.7% | -29.3% | -9.4% | -31.5% |
| 6M | -51.5% | -32.6% | -18.9% | -45.6% |
| YTD | +65.3% | -22.6% | +87.8% | +69.9% |
| 1Y | +53.9% | -29.8% | +83.7% | +66.1% |
| 3Y | +215.6% | +43.2% | +172.4% | +120.7% |
| 5Y | -26.2% | +29.8% | -56.0% | -52.5% |
| All | +87.1% | +134.6% | -47.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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