+855.0%
EXPE vs DKS
+903.1%
-48.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -9.5% | +3.0% | -12.5% | -10.5% |
| 30D | -6.6% | -30.5% | +23.9% | +3.4% |
| 3M | +31.4% | -35.7% | +67.1% | +49.5% |
| 6M | +35.2% | -29.7% | +64.9% | +47.7% |
| YTD | +5.8% | -28.9% | +34.7% | +14.6% |
| 1Y | +38.7% | -35.9% | +74.5% | +55.3% |
| 3Y | +175.8% | +28.2% | +147.6% | +129.9% |
| 5Y | +111.8% | +11.8% | +100.0% | +73.8% |
| 10Y | +179.7% | +211.6% | -31.9% | +31.5% |
| All | +855.0% | +903.1% | -48.1% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling