+160.8%
EXC vs DKS
+197.0%
-36.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | -0.9% | -37.7% | +36.8% | +3.2% |
| 3M | -2.7% | -38.9% | +36.2% | +1.4% |
| 6M | -9.4% | -31.1% | +21.7% | -6.9% |
| YTD | +3.0% | -31.8% | +34.8% | +5.8% |
| 1Y | +5.1% | -38.0% | +43.2% | +8.8% |
| 3Y | +20.6% | +28.6% | -8.0% | +10.6% |
| 5Y | +45.7% | +12.5% | +33.2% | +31.8% |
| 10Y | +160.8% | +198.3% | -37.5% | +70.5% |
| All | +160.8% | +197.0% | -36.2% | +70.5% |
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