-41.7%
INTU vs DKS
+9.4%
-51.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -2.9% |
| 7D | -7.5% | -0.4% | -7.1% | -7.4% |
| 30D | -1.9% | -36.6% | +34.7% | +8.3% |
| 3M | +4.9% | -37.6% | +42.5% | +16.0% |
| 6M | -33.2% | -32.1% | -1.1% | -28.6% |
| YTD | -51.4% | -32.3% | -19.1% | -48.2% |
| 1Y | -52.0% | -39.5% | -12.5% | -47.4% |
| 3Y | -40.7% | +27.7% | -68.4% | -52.7% |
| 5Y | -41.7% | +15.0% | -56.7% | -59.3% |
| All | -41.7% | +9.4% | -51.1% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling