+293.5%
JCI vs DKS
+226.4%
+67.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -2.9% |
| 7D | +3.2% | +6.3% | -3.1% | +1.8% |
| 30D | -8.6% | +9.3% | -17.9% | -10.8% |
| 3M | -7.7% | -25.3% | +17.5% | -3.5% |
| 6M | -2.6% | -29.2% | +26.6% | +2.7% |
| YTD | +17.4% | -22.7% | +40.1% | +20.6% |
| 1Y | +16.9% | -30.1% | +47.0% | +22.7% |
| 3Y | +186.7% | +45.6% | +141.1% | +144.3% |
| 5Y | +95.4% | +28.5% | +66.9% | +64.0% |
| All | +293.5% | +226.4% | +67.1% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling