+6,536.4%
IDXX vs DKS
+6,103.2%
+433.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -5.7% | -3.0% | -2.8% | -5.1% |
| 30D | -11.5% | -33.4% | +21.8% | -4.8% |
| 3M | -9.5% | -39.4% | +29.8% | -0.7% |
| 6M | -16.0% | -30.1% | +14.1% | -10.8% |
| YTD | -25.4% | -31.0% | +5.6% | -20.7% |
| 1Y | -21.8% | -40.2% | +18.4% | -14.6% |
| 3Y | +7.0% | +30.9% | -23.9% | -4.3% |
| 5Y | -26.0% | +14.0% | -40.0% | -34.4% |
| 10Y | +358.9% | +202.1% | +156.9% | +195.9% |
| All | +6,536.4% | +6,103.2% | +433.3% | +2,424.2% |
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