-68.5%
DOCU vs DKS
+29.6%
-98.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -0.4% | +1.3% | -1.7% | -1.0% |
| 30D | +12.9% | +8.9% | +4.0% | +8.9% |
| 3M | +35.1% | -26.4% | +61.4% | +47.2% |
| 6M | +76.2% | -31.1% | +107.3% | +95.5% |
| YTD | +17.2% | -22.8% | +40.0% | +21.6% |
| 1Y | +16.4% | -29.5% | +45.9% | +25.4% |
| 3Y | +95.6% | +42.8% | +52.8% | +29.2% |
| 5Y | -68.5% | +29.2% | -97.7% | -81.3% |
| All | -68.5% | +29.6% | -98.1% | -81.3% |
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 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