+93.1%
EXPE vs DKS
+12.8%
+80.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -8.7% | -4.7% | -3.9% | -7.1% |
| 30D | -13.6% | -35.1% | +21.4% | -2.8% |
| 3M | +26.6% | -37.7% | +64.4% | +44.4% |
| 6M | +19.9% | -30.7% | +50.7% | +30.5% |
| YTD | -1.7% | -31.9% | +30.2% | +7.3% |
| 1Y | +29.4% | -40.0% | +69.4% | +47.3% |
| 3Y | +155.7% | +28.4% | +127.3% | +112.6% |
| 5Y | +93.1% | +12.4% | +80.6% | +46.2% |
| All | +93.1% | +12.8% | +80.3% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling