+81.0%
F vs DKS
+244.9%
-164.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.2% | -0.8% |
| 7D | -0.6% | +3.8% | -4.5% | -1.9% |
| 30D | +2.9% | +8.1% | -5.2% | +0.2% |
| 3M | -9.5% | -28.6% | +19.1% | -2.2% |
| 6M | +4.0% | -33.6% | +37.6% | +14.5% |
| YTD | -1.3% | -23.8% | +22.5% | +3.8% |
| 1Y | -1.9% | -30.7% | +28.8% | +6.0% |
| 3Y | +53.5% | +41.5% | +12.0% | +25.4% |
| 5Y | -15.1% | +23.0% | -38.2% | -31.3% |
| 10Y | +81.0% | +236.0% | -155.0% | -8.8% |
| All | +81.0% | +244.9% | -164.0% | -8.8% |
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