+213.7%
ICE vs DKS
+203.5%
+10.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -2.0% |
| 30D | +4.0% | -33.4% | +37.4% | +8.4% |
| 3M | +13.7% | -39.4% | +53.0% | +19.8% |
| 6M | +0.9% | -30.1% | +31.0% | +4.1% |
| YTD | -2.1% | -31.0% | +28.8% | +0.9% |
| 1Y | -9.5% | -40.2% | +30.7% | -5.1% |
| 3Y | +42.1% | +30.9% | +11.1% | +29.9% |
| 5Y | +41.4% | +14.0% | +27.4% | +27.7% |
| All | +213.7% | +203.5% | +10.2% | +120.9% |
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