+1,428.5%
IBKR vs DKS
+594.2%
+834.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -1.3% | -3.0% | +1.6% | -0.6% |
| 30D | -0.2% | -33.4% | +33.1% | +8.7% |
| 3M | +3.0% | -39.4% | +42.3% | +14.7% |
| 6M | +33.9% | -30.1% | +64.0% | +42.8% |
| YTD | +42.5% | -31.0% | +73.5% | +52.4% |
| 1Y | +44.9% | -40.2% | +85.0% | +60.5% |
| 3Y | +293.0% | +30.9% | +262.1% | +236.1% |
| 5Y | +497.7% | +14.0% | +483.6% | +402.8% |
| 10Y | +1,004.4% | +202.1% | +802.3% | +505.2% |
| All | +1,428.5% | +594.2% | +834.4% | +363.3% |
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