+46.5%
F vs DKS
+9.4%
+37.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.6% | -2.8% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.2% | -36.6% | +37.8% | +13.8% |
| 3M | -5.7% | -37.6% | +32.0% | +6.2% |
| 6M | +17.9% | -32.1% | +50.0% | +29.0% |
| YTD | +10.4% | -32.3% | +42.7% | +20.8% |
| 1Y | +25.3% | -39.5% | +64.8% | +41.2% |
| 3Y | +37.5% | +27.7% | +9.8% | +13.1% |
| 5Y | +46.5% | +15.0% | +31.5% | +12.9% |
| All | +46.5% | +9.4% | +37.1% | +12.9% |
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