+140.5%
IBM vs DKS
+199.7%
-59.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +3.3% |
| 7D | +3.6% | -2.9% | +6.5% | +4.0% |
| 30D | +1.5% | -37.7% | +39.2% | +7.7% |
| 3M | -12.9% | -38.9% | +26.0% | -7.4% |
| 6M | -3.9% | -31.1% | +27.2% | 0.0% |
| YTD | -17.3% | -31.8% | +14.5% | -14.0% |
| 1Y | -5.0% | -38.0% | +33.1% | 0.0% |
| 3Y | +78.2% | +28.6% | +49.6% | +62.9% |
| 5Y | +120.6% | +12.5% | +108.1% | +98.5% |
| All | +140.5% | +199.7% | -59.3% | +54.1% |
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 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