+153.4%
EXE vs DKS
+128.0%
+25.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.5% |
| 7D | +5.3% | +6.3% | -1.0% | +4.6% |
| 30D | -2.2% | +9.3% | -11.5% | -3.2% |
| 3M | -5.9% | -25.3% | +19.4% | -3.6% |
| 6M | -5.7% | -29.2% | +23.5% | -3.0% |
| YTD | -17.8% | -22.7% | +4.9% | -16.8% |
| 1Y | -23.1% | -30.1% | +7.0% | -21.1% |
| 3Y | +21.2% | +45.6% | -24.5% | +7.2% |
| 5Y | +78.8% | +28.5% | +50.3% | +55.9% |
| All | +153.4% | +128.0% | +25.4% | +89.8% |
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