+635.0%
IBM vs DKS
+6,292.4%
-5,657.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.8% |
| 30D | +0.3% | -30.5% | +30.8% | +5.4% |
| 3M | -21.6% | -35.7% | +14.1% | -16.5% |
| 6M | -4.7% | -29.7% | +25.0% | -0.5% |
| YTD | -19.1% | -28.9% | +9.8% | -15.8% |
| 1Y | -2.5% | -35.9% | +33.4% | +2.9% |
| 3Y | +74.2% | +28.2% | +46.0% | +57.5% |
| 5Y | +113.1% | +11.8% | +101.3% | +89.4% |
| 10Y | +133.5% | +211.6% | -78.1% | +54.3% |
| All | +635.0% | +6,292.4% | -5,657.4% | +165.5% |
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