+1,032.4%
DUK vs DKS
+6,026.4%
-4,994.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | +0.2% | -37.7% | +38.0% | +3.8% |
| 3M | -1.9% | -38.9% | +37.0% | +1.7% |
| 6M | -6.5% | -31.1% | +24.6% | -4.3% |
| YTD | +5.4% | -31.8% | +37.3% | +8.0% |
| 1Y | +3.6% | -38.0% | +41.6% | +6.7% |
| 3Y | +48.1% | +28.6% | +19.5% | +39.1% |
| 5Y | +39.6% | +12.5% | +27.0% | +29.7% |
| 10Y | +131.8% | +198.3% | -66.5% | +80.9% |
| All | +1,032.4% | +6,026.4% | -4,994.0% | +615.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling