+135.6%
DPZ vs DKS
+226.2%
-90.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.5% | +1.3% | -4.9% | -3.7% |
| 30D | +5.7% | +8.9% | -3.2% | +4.6% |
| 3M | -7.5% | -26.4% | +18.9% | -5.0% |
| 6M | +6.2% | -31.1% | +37.3% | +9.7% |
| YTD | -19.8% | -22.8% | +3.0% | -18.5% |
| 1Y | -18.0% | -29.5% | +11.5% | -15.8% |
| 3Y | -8.8% | +42.8% | -51.6% | -15.9% |
| 5Y | -30.2% | +29.2% | -59.4% | -36.6% |
| All | +135.6% | +226.2% | -90.6% | +70.2% |
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