+2,583.6%
ICE vs DKS
+1,175.9%
+1,407.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | +3.6% | +6.3% | -2.7% | +1.9% |
| 30D | +15.1% | +9.3% | +5.8% | +12.3% |
| 3M | +15.4% | -25.3% | +40.7% | +21.6% |
| 6M | +16.1% | -29.2% | +45.3% | +23.4% |
| YTD | +11.4% | -22.7% | +34.1% | +14.7% |
| 1Y | +18.5% | -30.1% | +48.6% | +25.1% |
| 3Y | +70.5% | +45.6% | +24.9% | +37.3% |
| 5Y | +40.9% | +28.5% | +12.5% | +10.1% |
| 10Y | +260.6% | +235.2% | +25.4% | +71.7% |
| All | +2,583.6% | +1,175.9% | +1,407.7% | +392.9% |
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 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