+670.9%
IBM vs DKS
+6,654.9%
-5,984.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.0% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | +6.8% | +5.9% | +0.9% | +5.6% |
| 3M | +4.4% | -27.4% | +31.8% | +8.7% |
| 6M | +13.2% | -32.6% | +45.8% | +19.0% |
| YTD | -15.1% | -24.8% | +9.7% | -12.8% |
| 1Y | -20.2% | -32.8% | +12.6% | -16.5% |
| 3Y | +79.3% | +39.1% | +40.2% | +59.7% |
| 5Y | +147.5% | +25.0% | +122.5% | +115.7% |
| 10Y | +140.2% | +226.2% | -86.0% | +57.2% |
| All | +670.9% | +6,654.9% | -5,984.0% | +175.1% |
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 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