+95.7%
DOCU vs DKS
+478.3%
-382.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -1.2% |
| 7D | -4.8% | +3.8% | -8.6% | -5.9% |
| 30D | +9.4% | +8.1% | +1.3% | +6.6% |
| 3M | +29.0% | -28.6% | +57.6% | +38.7% |
| 6M | +62.3% | -33.6% | +95.9% | +77.4% |
| YTD | +13.7% | -23.8% | +37.4% | +17.8% |
| 1Y | +11.5% | -30.7% | +42.3% | +18.8% |
| 3Y | +94.2% | +41.5% | +52.7% | +58.2% |
| 5Y | -71.7% | +23.0% | -94.8% | -77.3% |
| All | +95.7% | +478.3% | -382.6% | +16.3% |
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