+0.1%
DOW vs DKS
+438.5%
-438.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | +5.2% | +6.3% | -1.1% | +3.4% |
| 30D | +13.2% | +9.3% | +3.9% | +10.0% |
| 3M | +10.1% | -25.3% | +35.4% | +16.6% |
| 6M | -13.1% | -29.2% | +16.1% | -7.4% |
| YTD | +46.1% | -22.7% | +68.9% | +50.3% |
| 1Y | +50.0% | -30.1% | +80.1% | +58.9% |
| 3Y | -20.2% | +45.6% | -65.9% | -35.1% |
| 5Y | -27.7% | +28.5% | -56.1% | -42.6% |
| All | +0.1% | +438.5% | -438.4% | -59.0% |
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 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