-12.1%
DOW vs DKS
+381.1%
-393.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -1.4% | -3.0% | +1.6% | -0.6% |
| 30D | -3.9% | -33.4% | +29.4% | +5.7% |
| 3M | -12.7% | -39.4% | +26.7% | -1.7% |
| 6M | -13.7% | -30.1% | +16.4% | -8.0% |
| YTD | +28.4% | -31.0% | +59.3% | +37.1% |
| 1Y | +21.8% | -40.2% | +61.9% | +35.6% |
| 3Y | -35.7% | +30.9% | -66.7% | -45.8% |
| 5Y | -36.8% | +14.0% | -50.9% | -48.1% |
| All | -12.1% | +381.1% | -393.2% | -62.6% |
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