+32.5%
JD vs DKS
+237.0%
-204.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | +5.2% | +9.4% | -4.2% | +3.7% |
| 30D | +4.5% | +9.8% | -5.3% | +2.9% |
| 3M | -15.4% | -29.3% | +13.9% | -11.9% |
| 6M | -6.0% | -32.6% | +26.5% | -1.9% |
| YTD | +2.2% | -22.6% | +24.7% | +4.1% |
| 1Y | -6.7% | -29.8% | +23.2% | -3.5% |
| 3Y | +20.5% | +43.2% | -22.7% | +9.4% |
| 5Y | -58.4% | +29.8% | -88.3% | -62.9% |
| 10Y | +32.5% | +236.7% | -204.2% | -10.3% |
| All | +32.5% | +237.0% | -204.5% | -10.3% |
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