+25.8%
IWM vs DKS
+26.9%
-1.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.1% |
| 7D | +0.3% | +9.4% | -9.1% | -1.9% |
| 30D | +0.6% | +9.8% | -9.2% | -1.8% |
| 3M | -6.2% | -29.3% | +23.1% | +0.3% |
| 6M | -0.8% | -32.6% | +31.8% | +6.9% |
| YTD | +14.8% | -22.6% | +37.3% | +18.5% |
| 1Y | +16.1% | -29.8% | +46.0% | +23.0% |
| 3Y | +71.5% | +43.2% | +28.3% | +43.2% |
| 5Y | +25.8% | +29.8% | -4.1% | -4.1% |
| All | +25.8% | +26.9% | -1.1% | -4.1% |
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