+138.9%
DPZ vs DKS
+217.6%
-78.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | -2.5% | +3.3% | -5.7% | -2.9% |
| 30D | +12.5% | +5.9% | +6.6% | +11.7% |
| 3M | -5.2% | -27.4% | +22.2% | -2.5% |
| 6M | +8.8% | -32.6% | +41.4% | +12.6% |
| YTD | -18.7% | -24.8% | +6.2% | -17.1% |
| 1Y | -15.7% | -32.8% | +17.2% | -13.0% |
| 3Y | -7.5% | +39.1% | -46.6% | -14.4% |
| 5Y | -30.1% | +25.0% | -55.1% | -36.2% |
| All | +138.9% | +217.6% | -78.7% | +73.1% |
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