+124.0%
DPZ vs DKS
+224.7%
-100.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.6% | -2.1% | +8.7% | +6.8% |
| 30D | +10.3% | +7.3% | +2.9% | +9.3% |
| 3M | -6.2% | -28.4% | +22.3% | -3.4% |
| 6M | +4.2% | -36.9% | +41.1% | +8.8% |
| YTD | -18.4% | -27.3% | +8.9% | -16.5% |
| 1Y | -14.9% | -33.2% | +18.3% | -12.1% |
| 3Y | -4.6% | +32.2% | -36.8% | -11.2% |
| 5Y | -27.4% | +22.3% | -49.7% | -33.5% |
| All | +124.0% | +224.7% | -100.8% | +62.3% |
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