+127.7%
EXPE vs DKS
+226.4%
-98.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | -0.5% | +6.3% | -6.8% | -2.5% |
| 30D | -6.1% | +9.3% | -15.4% | -8.4% |
| 3M | -21.3% | -25.3% | +4.0% | -15.9% |
| 6M | +19.0% | -29.2% | +48.2% | +28.6% |
| YTD | -8.4% | -22.7% | +14.3% | -4.3% |
| 1Y | -2.8% | -30.1% | +27.3% | +4.7% |
| 3Y | +120.8% | +45.6% | +75.1% | +83.5% |
| 5Y | +46.2% | +28.5% | +17.7% | +19.2% |
| All | +127.7% | +226.4% | -98.8% | +9.8% |
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