-71.7%
DOCU vs DKS
+21.0%
-92.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | +12.6% | +7.3% | +5.3% | +9.2% |
| 3M | +36.4% | -28.4% | +64.8% | +50.2% |
| 6M | +66.8% | -36.9% | +103.7% | +91.9% |
| YTD | +13.5% | -27.3% | +40.8% | +20.6% |
| 1Y | +11.3% | -33.2% | +44.5% | +22.5% |
| 3Y | +92.1% | +32.2% | +59.9% | +30.9% |
| All | -71.7% | +21.0% | -92.7% | -82.8% |
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