+192.5%
JNJ vs DKS
+203.5%
-10.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -3.4% |
| 30D | +2.3% | -33.4% | +35.7% | +3.9% |
| 3M | +12.0% | -39.4% | +51.4% | +14.2% |
| 6M | +10.5% | -30.1% | +40.6% | +11.8% |
| YTD | +30.4% | -31.0% | +61.4% | +32.0% |
| 1Y | +52.1% | -40.2% | +92.3% | +54.9% |
| 3Y | +77.8% | +30.9% | +46.9% | +70.3% |
| 5Y | +82.9% | +14.0% | +68.9% | +74.0% |
| All | +192.5% | +203.5% | -10.9% | +137.3% |
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