+156.4%
EXPE vs DKS
+199.2%
-42.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -8.7% | -4.7% | -3.9% | -7.2% |
| 30D | -13.6% | -35.1% | +21.4% | -3.7% |
| 3M | +26.6% | -37.7% | +64.4% | +42.8% |
| 6M | +19.9% | -30.7% | +50.7% | +29.9% |
| YTD | -1.7% | -31.9% | +30.2% | +6.8% |
| 1Y | +29.4% | -40.0% | +69.4% | +45.8% |
| 3Y | +155.7% | +28.4% | +127.3% | +121.4% |
| 5Y | +93.1% | +12.4% | +80.6% | +63.8% |
| All | +156.4% | +199.2% | -42.8% | +27.2% |
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