+40.4%
EXC vs DKS
+26.5%
+14.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.3% |
| 7D | +1.4% | +6.3% | -4.9% | +1.2% |
| 30D | +8.6% | +9.3% | -0.7% | +8.3% |
| 3M | +2.4% | -25.3% | +27.7% | +2.8% |
| 6M | +6.5% | -29.2% | +35.7% | +7.0% |
| YTD | +9.0% | -22.7% | +31.8% | +9.3% |
| 1Y | +4.6% | -30.1% | +34.7% | +5.1% |
| 3Y | +33.5% | +45.6% | -12.1% | +27.6% |
| All | +40.4% | +26.5% | +14.0% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling