+103.1%
DOCN vs DKS
+134.1%
-31.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -6.9% | -5.3% |
| 7D | +19.1% | +6.3% | +12.8% | +16.0% |
| 30D | -21.0% | +9.3% | -30.3% | -24.7% |
| 3M | -34.7% | -25.3% | -9.5% | -29.2% |
| 6M | -45.8% | -29.2% | -16.6% | -40.8% |
| YTD | +79.4% | -22.7% | +102.1% | +84.3% |
| 1Y | +91.0% | -30.1% | +121.1% | +106.3% |
| 3Y | +237.5% | +45.6% | +191.8% | +133.6% |
| 5Y | -30.4% | +28.5% | -58.9% | -55.2% |
| All | +103.1% | +134.1% | -31.0% | +25.0% |
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