+134.5%
IBM vs DKS
+199.2%
-64.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -0.3% | -4.7% | +4.4% | +0.4% |
| 30D | -1.8% | -35.1% | +33.2% | +3.5% |
| 3M | -13.5% | -37.7% | +24.3% | -8.3% |
| 6M | -5.1% | -30.7% | +25.6% | -1.3% |
| YTD | -19.4% | -31.9% | +12.5% | -16.1% |
| 1Y | -6.5% | -40.0% | +33.5% | -1.1% |
| 3Y | +73.8% | +28.4% | +45.4% | +58.9% |
| 5Y | +116.3% | +12.4% | +103.9% | +94.6% |
| All | +134.5% | +199.2% | -64.7% | +50.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling