+978.9%
JCI vs DKS
+6,842.3%
-5,863.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -3.0% |
| 7D | +3.2% | +6.3% | -3.1% | +1.6% |
| 30D | -8.6% | +9.3% | -17.9% | -11.1% |
| 3M | -7.7% | -25.3% | +17.5% | -3.0% |
| 6M | -2.6% | -29.2% | +26.6% | +3.2% |
| YTD | +17.4% | -22.7% | +40.1% | +20.9% |
| 1Y | +16.9% | -30.1% | +47.0% | +23.3% |
| 3Y | +186.7% | +45.6% | +141.1% | +139.7% |
| 5Y | +95.4% | +28.5% | +66.9% | +61.0% |
| 10Y | +292.7% | +235.2% | +57.5% | +120.0% |
| All | +978.9% | +6,842.3% | -5,863.4% | +192.6% |
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