+95.5%
DOCU vs DKS
+487.3%
-391.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -3.4% | +9.4% | -12.8% | -5.9% |
| 30D | +9.3% | +9.8% | -0.5% | +6.1% |
| 3M | +30.2% | -29.3% | +59.5% | +40.5% |
| 6M | +62.1% | -32.6% | +94.7% | +76.4% |
| YTD | +13.5% | -22.6% | +36.1% | +17.2% |
| 1Y | +11.5% | -29.8% | +41.3% | +18.4% |
| 3Y | +89.5% | +43.2% | +46.3% | +53.9% |
| 5Y | -69.6% | +29.8% | -99.4% | -75.8% |
| All | +95.5% | +487.3% | -391.9% | +15.7% |
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