+38.2%
IWM vs DKS
+15.5%
+22.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -1.1% | -2.9% | +1.8% | -0.5% |
| 30D | -3.1% | -37.7% | +34.6% | +7.1% |
| 3M | +2.2% | -38.9% | +41.1% | +13.3% |
| 6M | +15.1% | -31.1% | +46.2% | +22.9% |
| YTD | +18.6% | -31.8% | +50.4% | +26.7% |
| 1Y | +24.0% | -38.0% | +62.0% | +35.4% |
| 3Y | +63.7% | +28.6% | +35.1% | +41.1% |
| 5Y | +38.2% | +12.5% | +25.7% | +14.0% |
| All | +38.2% | +15.5% | +22.7% | +14.0% |
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