+169.7%
EXE vs DKS
+103.7%
+66.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.1% | -3.0% | -0.2% | -2.8% |
| 30D | -0.9% | -33.4% | +32.5% | +3.0% |
| 3M | +9.6% | -39.4% | +48.9% | +15.0% |
| 6M | -11.6% | -30.1% | +18.5% | -9.1% |
| YTD | -12.6% | -31.0% | +18.4% | -10.2% |
| 1Y | +1.2% | -40.2% | +41.3% | +5.8% |
| 3Y | +18.0% | +30.9% | -12.9% | +5.7% |
| 5Y | +101.1% | +14.0% | +87.1% | +78.1% |
| All | +169.7% | +103.7% | +66.0% | +104.9% |
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 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