+251.4%
F vs DKS
+6,856.2%
-6,604.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | +1.0% | +9.4% | -8.5% | -2.3% |
| 30D | +2.1% | +9.8% | -7.6% | -1.4% |
| 3M | -10.3% | -29.3% | +19.0% | -1.9% |
| 6M | +3.3% | -32.6% | +35.8% | +14.2% |
| YTD | -2.0% | -22.6% | +20.6% | +3.0% |
| 1Y | -2.3% | -29.8% | +27.5% | +6.0% |
| 3Y | +49.9% | +43.2% | +6.7% | +19.2% |
| 5Y | -12.5% | +29.8% | -42.3% | -31.7% |
| 10Y | +74.3% | +236.7% | -162.4% | -17.5% |
| All | +251.4% | +6,856.2% | -6,604.7% | -12.3% |
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