+411.2%
DXCM vs DKS
+237.0%
+174.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | -3.7% | +9.4% | -13.1% | -5.4% |
| 30D | -5.0% | +9.8% | -14.8% | -6.8% |
| 3M | -8.8% | -29.3% | +20.5% | -3.8% |
| 6M | +31.9% | -32.6% | +64.4% | +40.2% |
| YTD | +20.4% | -22.6% | +43.0% | +24.1% |
| 1Y | +45.7% | -29.8% | +75.6% | +53.0% |
| 3Y | -15.0% | +43.2% | -58.2% | -25.8% |
| 5Y | -48.5% | +29.8% | -78.3% | -56.0% |
| 10Y | +411.2% | +236.7% | +174.6% | +212.7% |
| All | +411.2% | +237.0% | +174.2% | +212.7% |
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