+755.6%
GOOGL vs DKS
+203.5%
+552.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | -1.4% | -33.4% | +32.0% | +4.3% |
| 3M | -5.3% | -39.4% | +34.0% | +1.6% |
| 6M | +9.8% | -30.1% | +39.9% | +14.6% |
| YTD | +8.4% | -31.0% | +39.3% | +13.1% |
| 1Y | +41.2% | -40.2% | +81.4% | +50.7% |
| 3Y | +149.6% | +30.9% | +118.6% | +127.3% |
| 5Y | +142.6% | +14.0% | +128.5% | +117.3% |
| All | +755.6% | +203.5% | +552.1% | +489.7% |
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