+44.3%
EXPE vs DKS
+29.6%
+14.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -17.8% | +1.3% | -19.1% | -18.0% |
| 30D | -3.2% | +8.9% | -12.1% | -5.7% |
| 3M | -19.0% | -26.4% | +7.4% | -12.3% |
| 6M | +17.7% | -31.1% | +48.8% | +29.6% |
| YTD | -7.8% | -22.8% | +15.0% | -3.3% |
| 1Y | -1.4% | -29.5% | +28.1% | +6.8% |
| 3Y | +121.9% | +42.8% | +79.1% | +76.4% |
| 5Y | +44.3% | +29.2% | +15.1% | -6.2% |
| All | +44.3% | +29.6% | +14.7% | -6.2% |
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