+352.1%
IDXX vs DKS
+206.3%
+145.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.8% |
| 7D | -5.7% | -2.0% | -3.7% | -5.4% |
| 30D | -11.5% | -32.7% | +21.2% | -5.5% |
| 3M | -9.5% | -38.8% | +29.3% | -1.5% |
| 6M | -16.0% | -29.4% | +13.5% | -11.3% |
| YTD | -25.4% | -30.3% | +4.9% | -21.1% |
| 1Y | -21.8% | -39.6% | +17.8% | -15.2% |
| 3Y | +7.0% | +32.2% | -25.1% | -3.6% |
| 5Y | -26.0% | +15.1% | -41.1% | -34.3% |
| All | +352.1% | +206.3% | +145.7% | +193.0% |
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