-37.3%
DOCS vs DKS
+77.7%
-115.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.6% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | +8.6% | +8.9% | -0.3% | +5.7% |
| 3M | +27.2% | -26.4% | +53.6% | +36.2% |
| 6M | +26.5% | -31.1% | +57.6% | +37.1% |
| YTD | -25.0% | -22.8% | -2.2% | -22.4% |
| 1Y | -37.0% | -29.5% | -7.5% | -33.0% |
| 3Y | +39.4% | +42.8% | -3.4% | +7.1% |
| 5Y | -56.7% | +29.2% | -85.9% | -70.8% |
| All | -37.3% | +77.7% | -115.0% | -59.3% |
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