+55.4%
IOT vs DKS
+42.8%
+12.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.2% |
| 7D | -4.5% | -2.0% | -2.5% | -3.8% |
| 30D | -2.4% | -32.7% | +30.3% | +12.1% |
| 3M | +19.0% | -38.8% | +57.8% | +42.2% |
| 6M | +19.6% | -29.4% | +49.1% | +31.7% |
| YTD | +8.3% | -30.3% | +38.6% | +18.6% |
| 1Y | -0.8% | -39.6% | +38.8% | +16.4% |
| 3Y | +24.4% | +32.2% | -7.8% | -15.6% |
| All | +55.4% | +42.8% | +12.5% | -12.4% |
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