+43.3%
IR vs DKS
+9.4%
+33.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.2% | -0.3% |
| 7D | +0.6% | -0.4% | +1.1% | +0.7% |
| 30D | -13.6% | -36.6% | +23.0% | -3.6% |
| 3M | +3.7% | -37.6% | +41.3% | +16.1% |
| 6M | -13.1% | -32.1% | +19.0% | -5.3% |
| YTD | -5.1% | -32.3% | +27.2% | +3.5% |
| 1Y | -6.5% | -39.5% | +33.0% | +4.8% |
| 3Y | +8.5% | +27.7% | -19.2% | -3.0% |
| 5Y | +43.3% | +15.0% | +28.3% | +23.2% |
| All | +43.3% | +9.4% | +33.9% | +23.2% |
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 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