+1,439.6%
ITW vs DKS
+6,026.4%
-4,586.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.9% |
| 7D | -1.9% | -2.9% | +1.0% | -1.2% |
| 30D | -10.4% | -37.7% | +27.3% | -1.4% |
| 3M | +3.5% | -38.9% | +42.4% | +14.3% |
| 6M | -3.4% | -31.1% | +27.7% | +3.2% |
| YTD | +8.5% | -31.8% | +40.3% | +16.0% |
| 1Y | +3.2% | -38.0% | +41.3% | +12.4% |
| 3Y | +18.9% | +28.6% | -9.7% | +4.5% |
| 5Y | +35.0% | +12.5% | +22.5% | +16.6% |
| 10Y | +188.6% | +198.3% | -9.7% | +71.6% |
| All | +1,439.6% | +6,026.4% | -4,586.9% | +395.4% |
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 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