+563.3%
EXC vs DKS
+6,292.4%
-5,729.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +0.3% | +3.0% | -2.7% | -0.1% |
| 30D | -3.7% | -30.5% | +26.8% | 0.0% |
| 3M | -1.3% | -35.7% | +34.4% | +3.6% |
| 6M | -9.7% | -29.7% | +20.0% | -6.7% |
| YTD | +2.9% | -28.9% | +31.7% | +6.0% |
| 1Y | +4.4% | -35.9% | +40.3% | +8.7% |
| 3Y | +22.2% | +28.2% | -5.9% | +11.4% |
| 5Y | +46.7% | +11.8% | +34.9% | +31.6% |
| 10Y | +155.3% | +211.6% | -56.3% | +77.2% |
| All | +563.3% | +6,292.4% | -5,729.1% | +193.5% |
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 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