-51.1%
DOCS vs DKS
+21.6%
-72.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.9% |
| 7D | -1.3% | -0.7% | -0.7% | -1.1% |
| 30D | +19.4% | +4.6% | +14.8% | +17.6% |
| 3M | +53.4% | -28.9% | +82.3% | +66.7% |
| 6M | +28.8% | -33.5% | +62.3% | +41.3% |
| YTD | -25.1% | -27.2% | +2.1% | -21.0% |
| 1Y | -48.1% | -33.8% | -14.3% | -43.7% |
| 3Y | +51.4% | +31.5% | +19.8% | +16.6% |
| 5Y | -51.1% | +22.5% | -73.6% | -69.0% |
| All | -51.1% | +21.6% | -72.7% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling