+260.6%
DXCM vs DKS
+199.7%
+60.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -6.5% | -2.9% | -3.6% | -5.9% |
| 30D | -4.3% | -37.7% | +33.4% | +3.8% |
| 3M | +7.3% | -38.9% | +46.2% | +16.7% |
| 6M | +22.0% | -31.1% | +53.1% | +29.3% |
| YTD | +26.4% | -31.8% | +58.2% | +33.9% |
| 1Y | +7.0% | -38.0% | +45.0% | +15.1% |
| 3Y | -19.6% | +28.6% | -48.2% | -28.1% |
| 5Y | -39.3% | +12.5% | -51.8% | -46.6% |
| All | +260.6% | +199.7% | +60.9% | +136.6% |
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