+147.8%
GE vs DKS
+199.2%
-51.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.8% | -4.7% | +1.9% | -1.7% |
| 30D | -11.9% | -35.1% | +23.1% | -4.2% |
| 3M | +1.8% | -37.7% | +39.6% | +11.6% |
| 6M | -0.6% | -30.7% | +30.1% | +5.8% |
| YTD | +5.5% | -31.9% | +37.4% | +12.6% |
| 1Y | +15.0% | -40.0% | +55.0% | +25.9% |
| 3Y | +269.5% | +28.4% | +241.1% | +221.6% |
| 5Y | +422.4% | +12.4% | +410.0% | +346.2% |
| All | +147.8% | +199.2% | -51.4% | +37.4% |
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