+121.1%
DPZ vs DKS
+244.9%
-123.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.6% |
| 7D | +3.7% | +3.8% | -0.2% | +3.2% |
| 30D | +8.0% | +8.1% | -0.1% | +7.0% |
| 3M | -4.2% | -28.6% | +24.4% | -1.3% |
| 6M | +4.6% | -33.6% | +38.2% | +8.5% |
| YTD | -18.4% | -23.8% | +5.4% | -17.0% |
| 1Y | -16.8% | -30.7% | +14.0% | -14.4% |
| 3Y | -5.0% | +41.5% | -46.5% | -12.3% |
| 5Y | -27.8% | +23.0% | -50.8% | -34.0% |
| 10Y | +121.1% | +236.0% | -114.9% | +58.6% |
| All | +121.1% | +244.9% | -123.9% | +58.6% |
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