+84.2%
DOCN vs DKS
+130.9%
-46.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.2% | +6.0% |
| 7D | -12.8% | +3.8% | -16.6% | -14.2% |
| 30D | -41.9% | +8.1% | -50.0% | -44.3% |
| 3M | -36.9% | -28.6% | -8.3% | -29.9% |
| 6M | -52.2% | -33.6% | -18.6% | -46.1% |
| YTD | +62.7% | -23.8% | +86.5% | +68.4% |
| 1Y | +58.2% | -30.7% | +89.0% | +71.7% |
| 3Y | +219.5% | +41.5% | +177.9% | +124.5% |
| 5Y | -32.9% | +23.0% | -55.9% | -56.1% |
| All | +84.2% | +130.9% | -46.7% | +14.2% |
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