+126.0%
DUK vs DKS
+206.3%
-80.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.1% |
| 7D | -0.7% | -2.0% | +1.4% | -0.6% |
| 30D | -2.4% | -32.7% | +30.3% | -0.5% |
| 3M | -3.0% | -38.8% | +35.8% | -0.5% |
| 6M | -6.6% | -29.4% | +22.9% | -5.1% |
| YTD | +4.6% | -30.3% | +34.9% | +6.2% |
| 1Y | +1.2% | -39.6% | +40.8% | +3.6% |
| 3Y | +45.7% | +32.2% | +13.5% | +37.5% |
| 5Y | +40.3% | +15.1% | +25.2% | +31.5% |
| All | +126.0% | +206.3% | -80.3% | +67.6% |
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