+593.3%
EXC vs DKS
+6,836.7%
-6,243.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | +8.3% | +8.9% | -0.6% | +7.0% |
| 3M | +2.6% | -26.4% | +29.0% | +5.7% |
| 6M | +5.2% | -31.1% | +36.2% | +9.0% |
| YTD | +7.5% | -22.8% | +30.3% | +9.4% |
| 1Y | +3.2% | -29.5% | +32.7% | +6.1% |
| 3Y | +29.5% | +42.8% | -13.3% | +16.2% |
| 5Y | +39.7% | +29.2% | +10.5% | +22.7% |
| 10Y | +200.1% | +235.0% | -34.9% | +106.1% |
| All | +593.3% | +6,836.7% | -6,243.5% | +202.9% |
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