+16.9%
JD vs DKS
+197.0%
-180.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -3.0% | -2.9% | -0.1% | -2.6% |
| 30D | -19.3% | -37.7% | +18.4% | -14.1% |
| 3M | -6.0% | -38.9% | +32.9% | +0.2% |
| 6M | +1.8% | -31.1% | +32.9% | +6.0% |
| YTD | -2.6% | -31.8% | +29.2% | +1.5% |
| 1Y | -17.4% | -38.0% | +20.6% | -12.8% |
| 3Y | -8.6% | +28.6% | -37.2% | -15.4% |
| 5Y | -61.6% | +12.5% | -74.1% | -65.0% |
| 10Y | +16.9% | +198.3% | -181.5% | -17.7% |
| All | +16.9% | +197.0% | -180.2% | -17.7% |
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