-45.6%
IT vs DKS
+12.8%
-58.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -12.7% | -4.7% | -8.0% | -11.8% |
| 30D | -8.9% | -35.1% | +26.2% | -1.8% |
| 3M | +10.1% | -37.7% | +47.9% | +19.6% |
| 6M | +7.3% | -30.7% | +38.0% | +13.0% |
| YTD | -32.4% | -31.9% | -0.4% | -28.7% |
| 1Y | -26.6% | -40.0% | +13.4% | -20.8% |
| 3Y | -51.8% | +28.4% | -80.2% | -58.9% |
| 5Y | -45.6% | +12.4% | -58.0% | -56.9% |
| All | -45.6% | +12.8% | -58.4% | -56.9% |
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