+417.9%
GE vs DKS
+15.5%
+402.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | -1.2% | -2.9% | +1.7% | -0.7% |
| 30D | -11.3% | -37.7% | +26.5% | -3.7% |
| 3M | -1.4% | -38.9% | +37.5% | +7.2% |
| 6M | +1.2% | -31.1% | +32.3% | +6.9% |
| YTD | +5.9% | -31.8% | +37.7% | +12.0% |
| 1Y | +18.4% | -38.0% | +56.4% | +27.2% |
| 3Y | +271.0% | +28.6% | +242.4% | +227.4% |
| 5Y | +417.9% | +12.5% | +405.4% | +345.1% |
| All | +417.9% | +15.5% | +402.4% | +345.1% |
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