+153.5%
EXPE vs DKS
+28.7%
+124.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -3.0% | -6.4% |
| 7D | -9.8% | -0.4% | -9.3% | -9.6% |
| 30D | -11.5% | -36.6% | +25.1% | +0.1% |
| 3M | +21.7% | -37.6% | +59.3% | +38.3% |
| 6M | +10.4% | -32.1% | +42.5% | +20.3% |
| YTD | -2.5% | -32.3% | +29.8% | +6.0% |
| 1Y | +27.3% | -39.5% | +66.8% | +43.8% |
| 3Y | +153.5% | +27.7% | +125.8% | +79.5% |
| All | +153.5% | +28.7% | +124.8% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling